Forex pair trading strategy google scholar

Forex pair trading strategy google scholar

We apply the spread model, the O-U model and SVM to build a pairs trading strategy for GOOG/GOOGL. There are two parts of the project that we think are novel after reviewing past related work: rst, we model not only price spread but also several selected technical indicators’ \spread"; second, we use two new metrics for measuring our trading strategy instead of the traditional back-testing In this guide we present a more profound approach to currency trading. Here one will be provided with a quick glimpse at the economy of 22 developed and developing countries, a list of those macroeconomic indicators that tend to move the market the most, as well as a list of currency pair properties every trader should be familiar with Google Scholar provides a simple way to broadly search for scholarly literature. Search across a wide variety of disciplines and sources: articles, theses, books, abstracts and court opinions

FOREX Trading Strategy Optimization | SpringerLink

DCAI : Decision Economics: In the Tradition of Herbert A. Simon's Heritage pp Cite as. Developing robust trading rules for forex trading remains a significant challenge for both academics and practitioners. We employ a genetic algorithm to evolve a diverse set of profitable trading rules based on weighted moving average method. Results are presented for all four currency pairs over the 16 years from to Developed approach yields acceptably high returns on out-of-sample data.

The rules obtained using our genetic algorithm result in significantly higher returns than those produced by rules identified through exhaustive search. Skip to main content. This service is more advanced with JavaScript available. Advertisement Hide. International Symposium on Distributed Computing and Artificial Intelligence, forex pair trading strategy google scholar. FOREX Trading Strategy Optimization. Authors Authors and affiliations Svitlana Galeshchuk Sumitra Mukherjee.

Conference paper First Online: 14 June Keywords Trading rules Forex market Weighted moving average Evolutionary algorithms. This is a preview of subscription content, log in to check access. Galeshchuk, S. Neurocomputing— CrossRef Google Scholar. Menkhoff, L. Beran, J. Neely, C. Money Finance 22 2— CrossRef Google Scholar. Lissandring, M. Early review paper Google Scholar. LeBaron, B. PSL Q. Hoffmann, A. Prat, G. Taylor, N. Finance 40— CrossRef Google Scholar.

Owen, A. Schulmeister, S. Lento, C. Bauer, R. Finance 33 4— CrossRef Google Scholar. Gallo, C. Potvin, J. Kattan, A. Koza, J. Vasilakis, G. Pelusi, D. In: Corazza, M. Springer International Publishing, Cham doi: Hu, Y. Soft Comput. Forex pair trading strategy google scholar, J. Chiam, S. Svitlana Galeshchuk 1 2 Email author Sumitra Mukherjee 3 1. Faculty of Accounting and Audit Ternopil National Economic University Ternopil Ukraine 2.

College of Engineering and Computing Nova Southeastern University Fort Lauderdale USA. Personalised recommendations. Cite paper How to forex pair trading strategy google scholar RIS Papers Reference Manager RefWorks Zotero. ENW EndNote. BIB BibTeX JabRef Mendeley. Buy options.

Pairs trading strategy - The Secret to Cashing Profits

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Currency Pairs Trading Strategies

In this guide we present a more profound approach to currency trading. Here one will be provided with a quick glimpse at the economy of 22 developed and developing countries, a list of those macroeconomic indicators that tend to move the market the most, as well as a list of currency pair properties every trader should be familiar with Google Scholar provides a simple way to broadly search for scholarly literature. Search across a wide variety of disciplines and sources: articles, theses, books, abstracts and court opinions 20/10/ · Abstract: This paper shows an evolutionary algorithm application to generate profitable strategies to trade futures contracts on foreign exchange market (Forex). Strategy model in approach is based on two decision trees, responsible for taking the decisions of opening long or short positions on Euro/US Dollar currency pair