Intelligent dynamic backlash agent: a trading strategy based on the directional change framework

DOI10.3390/A11110171zbMath1461.91207OpenAlexW2898473854MaRDI QIDQ1712017

Edward P. K. Tsang, Abdul Rahman El Sayed, Venkata L. Raju Chinthalapati, Amer Bakhach

Publication date: 21 January 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a11110171

zbMATH Keywords

trading strategyforecastingalgorithmic tradingforexdirectional change

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Economic time series analysis (91B84)

Related Items (2)

Intelligent dynamic backlash agent: a trading strategy based on the directional change framework ⋮ Special issue on algorithms in computational finance

Uses Software

• C4.5

Cites Work

• From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
• Intelligent dynamic backlash agent: a trading strategy based on the directional change framework
• The scale of market quakes
• Profiling high-frequency equity price movements in directional changes
• Multi-scale representation of high frequency market liquidity

This page was built for publication: Intelligent dynamic backlash agent: a trading strategy based on the directional change framework