  With the wide applications of algorithmic trading, it has become critical for
traders to build a winning trading algorithm to beat the market. However, due
to the lack of efficient tools, traders mainly rely on their memory to manually
compare the algorithm instances of a trading algorithm and further select the
best trading algorithm instance for the real trading deployment. We work
closely with industry practitioners to discover and consolidate user
requirements and develop an interactive visual analytics system for trading
algorithm optimization. Structured expert interviews are conducted to
evaluateTradAOand a representative case study is documented for illustrating
the system effectiveness. To the best of our knowledge, previous financial data
visual analyses have mainly aimed to assist investment managers in investment
portfolio analysis but have neglected the need of traders in developing trading
algorithms for portfolio execution.TradAOis the first visual analytics system
that assists users in comprehensively exploring the performances of a trading
algorithm with different parameter settings.
