Ideas in Algorithmic Trading and System Modeling for Pedestrians
69 Pages Posted: 6 Nov 2011
Date Written: November 5, 2011
This document explains the different processes and steps involved in building robust and stable algorithms to unfold financial time series into profitable trading strategies.
Keywords: algorithms, financial markets, random walk model, time series analysis, statistical inference, future contracts
JEL Classification: C10, C15, C22, C50, G11, G14
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