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Automated trading systems' evaluation using d-Backtest PS method and WM ranking in financial markets
Vezeris, Dimitrios; Kyrgos, Themistoklis; Karkanis, Ioannis - In: Investment management and financial innovations 17 (2020) 2, pp. 198-215
Persistent link: https://www.econbiz.de/10012303136
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Daily and intraday application of various architectures of the LSTM model in algorithmic investment strategies on Bitcoin and the S&P 500 Index
Kryńska, Katarzyna; Ślepaczuk, Robert - 2022
Persistent link: https://www.econbiz.de/10013473995
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High-frequency trading strategies
Goldstein, Michael A.; Kwan, Amy; Philip, Richard - In: Management science : journal of the Institute for … 69 (2023) 8, pp. 4413-4434
Persistent link: https://www.econbiz.de/10014339256
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Financial technical indicator and algorithmic trading strategy based on machine learning and alternative data
Frattini, Andrea; Bianchini, Ilaria; Garzonio, Alessio; … - In: Risks : open access journal 10 (2022) 12, pp. 1-24
The aim of this paper is to introduce a two-step trading algorithm, named TI-SiSS. In the first step, using some technical analysis indicators and the two NLP-based metrics (namely Sentiment and Popularity) provided by FinScience and based on relevant news spread on social media, we construct a...
Persistent link: https://www.econbiz.de/10014230864
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High-Frequency Trading : A Practical Guide to Algorithmic Strategies and Trading Systems
Aldridge, Irene - 2009 - 1st ed.
PROPERTIES OF RETURNS -- LINEAR ECONOMETRIC MODELS -- VOLATILITY MODELING -- NONLINEAR MODELS -- CONCLUSION -- Chapter 9: Working …
Persistent link: https://www.econbiz.de/10014021564
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High-Frequency Trading : A Practical Guide to Algorithmic Strategies and Trading Systems
Aldridge, Irene - 2013 - 2nd ed.
profitable, endeavor that can generate stable profits in various market conditions. But solid footing in both the theory and … make the most of your time in today's dynamic markets. Building on the success of the original edition, the Second Edition … Are Not Normal or Lognormal -- High-Frequency Data Are Irregularly Spaced in Time -- Most High-Frequency Data Do Not …
Persistent link: https://www.econbiz.de/10012661798
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Best candlesticks pattern to trade stocks
Cohen, Gil - In: International journal of economics and financial issues … 10 (2020) 2, pp. 256-261
Persistent link: https://www.econbiz.de/10012215177
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High-Frequency Trading
Gomber, Peter - 2011
High-frequency trading (HFT) has recently drawn massive public attention fuelled by the U.S. May 6, 2010 flash crash and the tremendous increases in trading volumes of HFT strategies. Indisputably, HFT is an important factor in markets that are driven by sophisticated technology on all layers of...
Persistent link: https://www.econbiz.de/10013124183
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High-Frequency Trading
Chordia, Tarun - 2014
High-frequency traders in financial markets have been making media headlines. As a relatively new phenomenon, much of the discussion is not backed by solid academic research. In this special issue of the Journal of Financial Markets on High-Frequency Trading, we present several research papers...
Persistent link: https://www.econbiz.de/10013063711
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How do skilled traders change the structure of the market
Vacha, Lukas; Barunik, Jozef; Vošvrda, Miloslav S. - In: International review of financial analysis 23 (2012), pp. 66-71
Persistent link: https://www.econbiz.de/10009690118