Automated trading systems’ evaluation using d-Backtest PS method and WM ranking in financial markets

Automated trading systems’ evaluation using d-Backtest PS method and WM ranking in financial markets

Given the popularity and propagation of automated trading systems in financial markets among institutional and individual traders in recent decades, this work attempts to compare and evaluate such ten systems based on different popular technical indicators in combination – for the first time – with...

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Bibliographic Details
Main Authors: Dimitrios Vezeris, Themistoklis Kyrgos, Ioannis Karkanis, Vasiliki Bizergianidou
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2020-06-01
Series:Investment Management & Financial Innovations
Subjects:
algorithmic trading
d-Backtest PS method
extended profit margin
FOREX
weighted metrics
Online Access:https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13623/IMFI_2020_02_Vezeris.pdf

Internet

https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/13623/IMFI_2020_02_Vezeris.pdf

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