Trading Strategies

Clifford S. Ang
Additional contact information
Clifford S. Ang: Compass Lexecon

Chapter Chapter 12 in Analyzing Financial Data and Implementing Financial Models Using R, 2021, pp 391-442 from Springer

Abstract: Abstract This chapter discusses basics of developing trading strategies. We start with a discussion of the efficient markets hypothesis, which grounds us in the theory that it is difficult to identify consistently profitable trading strategies. We then show several applications of technical analysis and how we can apply these technical trading rules to develop a simple trading strategy. We then end this chapter with a discussion of how machine learning can be applied to trading. In particular, we discuss how to use k-nearest neighbor algorithms, regression with k-fold cross validation, and artificial neural networks.

Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sptchp:978-3-030-64155-9_12

Ordering information: This item can be ordered from
http://www.springer.com/9783030641559

DOI: 10.1007/978-3-030-64155-9_12

Access Statistics for this chapter

More chapters in Springer Texts in Business and Economics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().