Data Mining Methods on Time Price Series for Algorithmic Trading Systems

Buy cheap and sell more expensive. This is the main principle to make a profit on capital markets for hundreds of years. The rule is simple but to apply it in practice has become a very difficult task nowadays, with very high price volatility in the financial markets. Once electronic trading was wid...

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Bibliographic Details
Main Author: Cristian PAUNA
Format: Article
Language:English
Published: Inforec Association 2019-01-01
Series:Informatică economică
Subjects:
Online Access:http://revistaie.ase.ro/content/89/03%20-%20pauna.pdf