Results 21 to 30 of about 4,039 (303)
Algorithmic trading with directional changes
Artificial Intelligence Review, 2022 AbstractDirectional changes (DC) is a recent technique that summarises physical time data (e.g. daily closing prices, hourly data) into events, offering traders a unique perspective of the market to create novel trading strategies. This paper proposes the use of a genetic algorithm (GA) to optimize the recommendations of multiple DC-based trading ...
Adegboye, Adesola +2 more
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Additional Limit Conditions for Breakout Trading Strategies [PDF]
Informatică economică, 2019 One of the most popular trading methods used in financial markets is the Turtle strategy. Long time passed since the middle of 1983 when Richard Dennis and Bill Eckhardt disputed about whether great traders were born or made.
Cristian PAUNA
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Analysis of binary trading patterns in Xetra [PDF]
, 2010 This paper proposes the Shannon entropy as an appropriate one-dimensional measure of behavioural trading patterns in financial markets. The concept is applied to the illustrative example of algorithmic vs.
Kai-Oliver Maurer +3 more
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Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2019 Objective: Paired trading is among the most well-known and oldest algorithmic trading systems. The efficiency and profitability of this system have been demonstrated in many studies conducted so far in financial markets.
Saeid Fallahpour, Hasan Hakimian
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The Complexity of Cryptocurrencies Algorithmic Trading
Mathematics, 2022 In this research, we provided an answer to a very important trading question, what is the optimal number of technical tools in order to achieve the best trading results for both swing trade that uses daily bars and intraday trade that uses minutes bars ...
Gil Cohen, Mahmoud Qadan
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Evidencing the "robot phase transition" in experimental human-algorithmic markets [PDF]
, 2012 Johnson, Zhao, Hunsader, Meng, Ravindar, Carran, and Tivnan (2012) recently suggested the existence of a phase transition in the dynamics of financial markets in which there is free interaction between human traders and algorithmic trading systems ...
Cliff, Dave, Cartlidge, John
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Algorithmic Finance and (Limits to) Governmentality: On Foucault and High-Frequency Trading
Genealogy+Critique, 2017 In this essay I discuss algorithmic finance, specifically the use of fully automated trading, including high-frequency trading, in the light of Michel Foucault's notion of governmentality.
Christian Borch
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The Quality Trading Coefficient. General Formula to Qualify a Trade and a Trading Methodology [PDF]
Informatică economică, 2018 Trading the financial markets is a wide activity nowadays. There are several indicators to measure this activity. The drawdown, the profit factor and the trading efficiency are some of them.
Cristian PAUNA
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A Hybrid Artificial Intelligence Approach to Portfolio Management [PDF]
Iranian Journal of Finance, 2022 The tremendous advances in artificial intelligence over the past decade have led to their increasing use in financial markets. In recent years a large number of investment companies and hedge funds have been implementing algorithmic and automated trading
Hamidreza Haddadian +2 more
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HETEROGENEOUS TRADING STRATEGY ENSEMBLING FOR INTRADAY TRADING ALGORITHMS
South African Journal of Industrial Engineering, 2023 Since the inception of algorithmic trading during the mid-1970s, considerable resources and time have been committed by the financial sector to the development of trading algorithms in the hope of obtaining a competitive advantage over human contenders.
Koegelenberg, D.J.C, van Vuuren, J.H.
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