The goal of trading simply consists in gaining profit by buying/selling a security: the difference between the entry and the exit price in a position determines the profit or loss of that trade. A trading strategy is used to identify proper conditions to trade a security. The role of...

The Standard Quadratic Problem (StQP) is an NP-hard problem with many local minimizers (stationary points). In the literature, heuristics based on unconstrained continuous non-convex formulations have been proposed (Bomze & Palagi, 2005; Bomze, Grippo, & Palagi, 2012) but none dominates the other in...