*Result*: Design and Implementation of an AI-Driven Algorithmic Trading Simulation Platform for Strategy Backtesting and Forecasting.

Title:
Design and Implementation of an AI-Driven Algorithmic Trading Simulation Platform for Strategy Backtesting and Forecasting.
Source:
Journal of Information & Communication Convergence Engineering; Dec2025, Vol. 23 Issue 4, p327-335, 9p
Database:
Complementary Index

*Further Information*

*This paper presents an artificial intelligence-based algorithmic trading simulation platform designed for the Vietnamese market. First, we gather and merge a wide range of financial information, including stock market indicators, gold price movements, corporate earnings reports, and financial news. Apache Airflow facilitates the scheduling and automation of the extract, transform, load (ETL) tasks for data collection and transport. Using the processed dataset, the platform employs several learning models including random forests and long short-term memory networks to generate short-term forecasts. The predictive outputs are then combined with rule-based mechanisms such as momentum rules and pairs-trading logic to produce trading signals. In addition to making predictions, the system acts as a practical educational platform. This enables students and researchers to design, test, and compare trading strategies. The system reports detailed performance statistics, including risk-adjusted returns, maximum drawdown, portfolio turnover, and hit ratios, thereby supporting transparent performance evaluation. [ABSTRACT FROM AUTHOR]

Copyright of Journal of Information & Communication Convergence Engineering is the property of Korea Institute of Information & Communication Engineering and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)*