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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2022-05-01
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| Series: | Data Science in Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/DSFE.2022005?viewType=HTML |