Machine Learning and Algorithmic Pairs Trading in Futures Markets
نویسندگان
چکیده
منابع مشابه
Algorithmic Trading of Futures via Machine Learning
A lgorithmic trading of securities has become a staple of modern approaches to financial investment. In this project, I attempt to obtain an effective strategy for trading a collection of 27 financial futures based solely on their past trading data. All of the strategies that I consider are based on predictions of the future price and volatility of the various securities under consideration, an...
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ژورنال
عنوان ژورنال: Sustainability
سال: 2020
ISSN: 2071-1050
DOI: 10.3390/su12176791