ALGORITHMIC TRADING STORING RULES IN A MULTI-DIMENSIONAL MATRIX IN A MEMORY

A method of evaluating trading rules. A plurality of trading rules are received. Each trading rule includes at least one respective condition. Each condition includes at least one respective attribute, at least one respective value, and at least one respective operator that describes a relationship between the at least one respective attribute and the at least one respective value. The conditions of the plurality of trading rules are parsed into a collection of conditions so that the collection of conditions does not include duplicate conditions. A mapping is maintained from the collection of conditions to the plurality of trading rules that allows reconstruction of the plurality of trading rules from the collection of conditions. The conditions in the collection of conditions are evaluated. The rules are evaluated by referencing the evaluated conditions and the mapping.