Abstract
Algorithmic trading strategy making is a very important research issue which attracts more and more people’s interests. This chapter will introduce several principal algorithms for algorithmic trading strat-egy making. How to design a trading strategy will also be discussed. Some latest research achievements on the algorithmic trading strategy making will be given with some examples and application results. © 2012 by IGI Global. All rights reserved.
| Original language | English |
|---|---|
| Title of host publication | Information Systems for Global Financial Markets: Emerging Developments and Effects |
| Publisher | IGI Global Publishing |
| Pages | 55-72 |
| ISBN (Print) | 9781613501634, 9781613501627 |
| DOIs | |
| Publication status | Published - 1 Jan 2011 |
Bibliographical note
Publication details (e.g. title, author(s), publication statuses and dates) are captured on an “AS IS” and “AS AVAILABLE” basis at the time of record harvesting from the data source. Suggestions for further amendments or supplementary information can be sent to [email protected].Research Keywords
- Arbitrage
- Covered Interest Parity (CIP)
- Entropy
- Information Arbitrage
- Mutual Information
- Price Algorithm
- Time Algorithm
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