Financial Technical Indicator and Algorithmic Trading Strategy Based on Machine Learning and Alternative Data
The aim of this paper is to introduce a two-step trading algorithm, named <i>TI-SiSS</i>. In the first step, using some technical analysis indicators and the two NLP-based metrics (namely <i>Sentiment</i> and <i>Popularity</i>) provided by FinScience and based on...
| Main Authors: | , , , |
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| 格式: | 文件 |
| 语言: | English |
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MDPI AG
2022-11-01
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| 丛编: | Risks |
| 主题: | |
| 在线阅读: | https://www.mdpi.com/2227-9091/10/12/225 |