Trend following algorithms in automated derivatives market trading

Expert Systems with Applications

Volumn 39, Issue 13, 2012, Pages 11378-11390

  Fong, Simon ^a   Si, Yain Whar ^a   Tai, Jackie ^a  

^a UNIVERSITY OF MACAU   (Macao)

Author keywords

Automated trading system; Futures contracts; Mechanical trading; Trend following

Indexed keywords

ACADEMIC RESEARCH; AUTOMATED TRADING; CORRECT STRATEGY; FINANCIAL FORECASTING; FUTURES CONTRACT; HUMAN INTERVENTION; HUMAN JUDGMENTS; MARKET FLUCTUATIONS; MARKET TRENDS; MECHANICAL TRADING; RUNTIMES; SOFTWARE PROGRAM; STOCK MARKET; TREND FOLLOWING;

ALGORITHMS; AUTOMATION; PROFITABILITY;

COMMERCE;

EID: 84861341466     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.03.048     Document Type: Article

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