Gamma Scalping using Neural Network with Heikinashi Transformed Data and its Performance-Reference-Cited by-同舟云学术

Gamma Scalping using Neural Network with Heikinashi Transformed Data and its Performance

Published:2021-02-20 Issue: Volume: Page:255-259
ISSN:2456-3307
Container-title:International Journal of Scientific Research in Computer Science, Engineering and Information Technology
language:en
Short-container-title:IJSRCSEIT

Author:

Sharma Nishchal¹

Affiliation:

1. Department of Computer Science, Govt. College Kullu, Himachal Pradesh, India

Abstract

This research paper explores the usefulness of a neural network in portfolio management using gamma scalping. Since gamma scalping requires both stock options position as well as the underlying stock to be added or removed frequently. It becomes important to optimize such transactions. The underlying portfolio provides enough data points that may be used to calculate precise points of time to initiate stock addition or removal.

Publisher

Technoscience Academy

Subject

General Medicine

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