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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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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
openaire +3 more sources
, 2022 Undergraduate honors thesis / Open AccessThis paper gives an overview of algorithmic trading. It is intended to inform interested traders of the value of incorporating algorithms into their trading strategies. They must also be warned of the dangers of
Leitner, Talia
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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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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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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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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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Exploring assignment-adaptive (ASAD) trading agents in financial market experiments [PDF]
, 2013 Automated trading systems in the global financial markets are increasingly being deployed to do jobs previously done by skilled human traders: very often a human trader in the markets simply cannot tell whether the counter-party to a trade is another ...
Cliff, Dave +2 more
core +1 more source