Bertram’s pairs trading strategy with bounded risk
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DOI: 10.1007/s10100-021-00763-4
Abstract: Finding Bertram’s optimal trading strategy for a pair of cointegrated assets following the Ornstein–Uhlenbeck price difference process can be formulated as an unconstrained convex optimization problem for maximization of expected profit per unit of time.… read more here.
Keywords: trading; problem; risk; trading strategy ... See more keywords
An Effective Approach for Obtaining a Group Trading Strategy Portfolio Using Grouping Genetic Algorithm
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DOI: 10.1109/access.2018.2889737
Abstract: To determine an appropriate trading time for buying or selling stocks is always a difficult task. The common way to deal with it is using trading strategies formed by technical or fundamental indicators. Lots of… read more here.
Keywords: strategy portfolio; trading; portfolio; trading strategy ... See more keywords
Mathematical processing of trading strategy based on long short-term memory neural network model
Sign Up to like & getrecommendations! Published in 2022 at "Frontiers in Computational Neuroscience"
DOI: 10.3389/fncom.2022.1052140
Abstract: At present, gold and bitcoin have become mainstream assets in market transactions. Due to the volatility of gold and bitcoin prices, we can buy and sell assets like gold and bitcoin the same way we… read more here.
Keywords: bitcoin; gold bitcoin; gold; trading strategy ... See more keywords