منابع مشابه
Developing high frequency foreign exchange trading systems
The foreign exchange (FX) spot markets are well suited to high frequency trading. They are highly liquid, allow leverage, and trade 24 hours a day, 5 days a week. This paper documents and tests the stylized facts known about high-frequency FX markets. It then postulates a high frequency trading system on the basis of these stylized facts. Benchmarking confirms the robustness of the approach, de...
متن کاملAdaptive systems for foreign exchange trading
Foreign exchange markets are notoriously difficult to predict. For many years academics and practitioners alike have tried to build trading models, but history has not been kind to their efforts. Consistently predicting FX markets has seemed like an impossible goal but recent advances in financial research now suggest otherwise. With newly developed computational techniques and newly available ...
متن کاملAnalyzing the Effectiveness of Candlestick Technical Trading Strategies in Foreign Exchange Market
Candlestick charts are a type of financial chart for tracking the movement of securities. Some of the earliest technical trading analysis was used to track prices of rice in the 18th century. Some investors find them more visually appealing than the standard bar charts and the price actions easier to interpret. In technical analysis, a candlestick pattern is a movement in prices shown graphical...
متن کاملTechnical Trading Rules and Regime Shifts in Foreign Exchange
This paper performs tests on several different foreign exchange series using a methodology inspired by technical trading rules. Moving average based rules are used as specification tests on the process for foreign exchange rates. Several models for regime shifts and persistent trends are simulated and compared with results from the actual series. The results show that these simple models can no...
متن کاملGenetically Programmed Trading Rules for the Foreign Exchange Market
The identification of price patterns and trends, and the formation of rules to generate market signals have a long history in foreign exchange rate markets. Recent studies, however, question the profitability of the simple rules that have been shown to yield abnormal profits in previous decades. Rather than assuming a fixed set of rules, in this paper we employ genetic programming to identify r...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2017
ISSN: 1556-5068
DOI: 10.2139/ssrn.3054656