Optimization of backtesting techniques in automated high frequency trading systems using the d-Backtest PS method
D. Th. Vezeris, C.J. Schinas, Th.S. Kyrgos, V.A. Bizergianidou, I.P. Karkanis
Year of publication: |
2020
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Authors: | Vezeris, D. Th. ; Schinas, C. J. ; Kyrgos, Th. S. ; Bizergianidou, V. A. ; Karkanis, I. P. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 4, p. 975-1054
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Subject: | d-Backtest PS method | Optimal historical data period selection | Backtesting optimization algorithms | Expert backtesting systems | MACD | SMA | PIVOT | Forex | Exchange rates (AUDUSD, EURUSD, GBPUSD, USDCAD, USDJPY) | Metals (XAUUSD) | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Elektronisches Handelssystem | Electronic trading | Devisenmarkt | Foreign exchange market | Finanzanalyse | Financial analysis | Algorithmus | Algorithm | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
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