An investment strategy based on the first derivative of the moving averages difference with parameters adapted by machine learning

An investment strategy based on the first derivative of the moving averages difference with parameters adapted by machine learning

The article presents a certain investment strategy based on the difference between two moving averages, modified to allow the extraction of patterns. The strategy concept dropped the traditionally considered intersections of two averages and opening positions just after those intersections. Based on...

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Bibliographic Details
Main Authors: Antoni Wilinski, Mateusz Sochanowski, Wojciech Nowicki
Format: Article
Language:English
Published: AIMS Press 2022-05-01
Series:Data Science in Finance and Economics
Subjects:
investment strategy
economic forecasting
machine learning
pattern recognition
adaptive systems
stock markets
moving averages
Online Access:https://www.aimspress.com/article/doi/10.3934/DSFE.2022005?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/DSFE.2022005?viewType=HTML

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