Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method

Trading strategies intended for high frequency trading in Forex markets are executed by cutting-edge automated trading systems. Such systems implement algorithmic trading strategies and are configured with predefined optimized parameters in order to generate entry and exit orders and execute trades...

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Veröffentlicht in:	Computational economics 2020-12, Vol.56 (4), p.975-1054
Hauptverfasser:	Vezeris, D. Th, Schinas, C. J., Kyrgos, Th. S., Bizergianidou, V. A., Karkanis, I. P.
Format:	Artikel
Sprache:	eng
Schlagworte:	Automation Behavioral/Experimental Economics Classification Computer Appl. in Social and Behavioral Sciences Crossovers Data Economic Theory/Quantitative Economics/Mathematical Methods Economics Economics and Finance High frequencies High frequency trading Math Applications in Computer Science Operations Research/Decision Theory Optimization Parameters Prices Profitability Profits Trading Validity
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