Best statistic profile: an efficient parameter tuning algorithm for systematic trading methods

Dang Minh Quan

International Journal of Computational Economics and Econometrics, 2016, vol. 6, issue 4, 337-350

Abstract: Selecting the right parameter's values for a systematic trading method is very important. Good parameter's values decide the trading performance of the method. In this paper, we propose an algorithm named best statistic profile to select parameter's values for systematic trading methods. The results of extensive experiments prove the efficiency and stability of the proposed mechanism.

Keywords: systematic trading; parameter value selection; parameter tuning; parameter values. (search for similar items in EconPapers)
Date: 2016
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