An Approach for Backtesting and Algorithmic Trading with Liquidity and Hill Climbing Algorithm
Author:
Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-57708-6_5
Reference5 articles.
1. Sokolovsky A, Arnaboldi L, Bacardit J, Gross T (2023) Interpretable trading pattern designed for machine learning applications. Mach Learn Appl 11:100448. https://doi.org/10.1016/j.mlwa.2023.100448
2. Çelik MS, Öztürk MB Sermaye piyasalarinda algoritmik ve yüksek frekansli işlem stratejileri. Niğde Ömer Halisdemir Üniversitesi Sosyal Bilimler Enstitüsü Dergisi vol 4(1), pp 77–85. https://doi.org/10.56574/nohusosbil.1130261
3. Osler CL (2000) Support for resistance: technical analysis and intraday exchange rates. Econ Policy Rev 6(2):60
4. Domowitz I, Yegerman H (2005) The cost of algorithmic trading. J Trad 1(1):33–42. https://doi.org/10.3905/jot.2006.609174
5. Johnson AW, Jacobson SH (2002) A class of convergent generalized hill climbing algorithms. Appl Math Comput 125(2–3):359–373. https://doi.org/10.1016/S0096-3003(00)00137-5
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