Visualised Algorithmic Trading System for Strategy Prototyping

2013 ◽  
Vol 5 (2) ◽  
pp. 809-818
Author(s):  
Allen Y. Chang ◽  
ChiaHan Chou ◽  
ChangSung Yu
Keyword(s):  
Algorithmic Trading ◽  
Trading System

scholarly journals Algorithmic trading based on the fear of Covid-19 in Europe

2021 ◽  
Vol 10 (2) ◽  
pp. 295-304
Author(s):  
Raúl Gómez Martínez ◽  
Camilo Prado Román ◽  
Gabriel Cachón Rodríguez
Keyword(s):  
Financial Markets ◽  
Behavioral Finance ◽  
Algorithmic Trading ◽  
Trading System ◽  
Technical Indicators ◽  
The Future

he spread of Covid-19 in Europe has affected our way of living, thinking, and even investing. The fear of the epidemic caused a context of maximum uncertainty and volatility in financial markets, which were driven by fear of the spread of the epidemic. In this article we propose an algorithmic trading system on the future of the Eurostoxx 50 that, instead of following technical indicators, follows the number of cases confirmed by Covid-19 in Europe. The back test of this system carried out throughout the weeks of confinement shows that the system is profitable. In this context, confirmed cases data is useful to assess investors’ mood and anticipate the evolution of the market. Therefore, an alternative way of investing arises for maximum uncertainty contexts, based exclusively on behavioral finance.

scholarly journals Effects of COVID-Induced Public Anxiety on European Stock Markets: Evidence From a Fear-Based Algorithmic Trading System

2022 ◽  
Vol 12 ◽  
Author(s):  
Yunpeng Sun ◽  
Haoning Li ◽  
Yuning Cao
Keyword(s):  
Panel Data ◽  
Stock Markets ◽  
Algorithmic Trading ◽  
Government Officials ◽  
Market Returns ◽  
Trading System ◽  
Stock Market Returns ◽  
Back Testing ◽  
The Media ◽  
European Stock Markets

The effect of COVID-induced public anxiety on stock markets, particularly in European stock market returns, is examined in this research. The search volumes for the notion of COVID-19 gathered by Google Trends and Wikipedia were used as proxies for COVID-induced public anxiety. COVID-induced public anxiety was shown to be linked with negative returns in European stock markets when a panel data method was used to a sample of data from 14 European stock markets from January 2, 2020 to September 17, 2020. Using an automated trading system, we used this finding to suggest investment methods based on COVID-induced anxiety. The findings of back-testing indicate that these techniques have the potential to generate exceptional profits. These results have significant consequences for government officials, the media, and investors.

Algorithmic trading system: design and applications

2009 ◽  
Vol 3 (2) ◽  
pp. 235-246 ◽  
Author(s):  
Feng Wang ◽  
Keren Dong ◽  
Xiaotie Deng
Keyword(s):  
System Design ◽  
Algorithmic Trading ◽  
Trading System

scholarly journals Google trends as predictor of grain prices

2021 ◽  
Vol 68 (1) ◽  
pp. 203-211
Author(s):  
Martínez Gómez ◽  
Carmen Orden-Cruz ◽  
Román Prado
Keyword(s):  
Predictive Power ◽  
Google Trends ◽  
Predictive Analysis ◽  
Algorithmic Trading ◽  
Futures Prices ◽  
Trading System ◽  
Price Movement ◽  
Futures Price ◽  
Individual Traders ◽  
Research Show

This paper examines the predictive power of Google trends on the grain's futures price movement. The aim was to validate if an algorithmic trading system designed was profitable and able of beating the market. In the research was used data from soybean futures and corn futures, both contracts are listed in the Chicago Mercantile Exchange. The results of the research show that its forecasting power is high when predicting soybean futures and corn futures prices. According to the findings, the formulation of such predictive analysis is a good option for individual traders, investors, and commercial firms.

scholarly journals THE POWER OF NO-LAG TECHNICAL INDICATORS IN ALGORITHMIC TRADING

2021 ◽  
pp. 90-99
Author(s):  
Frédéric BUTIN
Keyword(s):  
Fundamental Property ◽  
Algorithmic Trading ◽  
Bounded Operators ◽  
Trading System ◽  
Major Drawback ◽  
Technical Indicators ◽  
Time Dynamics ◽  
Impulse System ◽  
Instantaneous Values ◽  
Better Than

In the framework of technical analysis for algorithmic trading we introduce an original approach to classical technical indicators. For this, we consider technical indicators as bounded operators: this more abstract, but also more algorithmic view enables us to define in a very simple way the no-lag versions of these tools. Delay in response is indeed a major drawback of many classical technical indicators used in algorithmic trading, which often leads to a wrong information. On the contrary, with the no-lag versions of the indicators that we study here, we get better information that is closer to the instantaneous values of the securities, hence a better expected rate of return of the trading system in which they occur. After having recalled the definitions of weighted and exponential averages as bounded operators, we prove that the lag possesses a fundamental property that is very useful to create no-lag versions of technical indicators. This being done, we apply our results to a basic trading system and test it on the S&P 500 index, in order to compare the classical Elder’s impulse system with its no-lag version and the so-called Nyquist-Elder’s impulse system: we observe on this example that the no-lag versions of indicators lead to much more profitable systems. More precisely, the Nyquist-Elder’s impulse system is much better than the Elder’s impulse system without lag, which is itself better than the classical impulse system: the information given by Nyquist-Elder’s impulse system is indeed closer to the instantaneous value of the S&P 500 index since it has less delay than the classical impulse system: Nyquist-Elder’s impulse system is even the closest to the instantaneous value among the three ones. We eventually compare the profit/loss of four portfolios (a portfolio that replicates S&P 500 index, and one for every of the three impulse systems) in order to better understand the time dynamics of our three Elder’s impulse systems. As far as we can see, we also notice a lower draw-down for the portfolio associated to the system using the Nyquist-Elder’s impulse system than for the other ones, and this portfolio seems to be more resistant to bearish periods.

AKAD FINANCING OF MURABAHAH BETWEEN CUSTOMERS WITH MUAMALAT BANKS HARKAT VIEWED FROM SHARI'AH PRINCIPLES

2020 ◽  
Vol 10 (1) ◽  
pp. 13-26
Author(s):  
Candra Irawan ◽  
Adi Bastian ◽  
Febrozi Rohadi
Keyword(s):  
Data Collection ◽  
Financial Institutions ◽  
Research Method ◽  
Economic Condition ◽  
Field Research ◽  
Comprehensive Analysis ◽  
Islamic Banks ◽  
Legal Research ◽  
Trading System ◽  
Library Research

Currently in Indonesia Islamic Bank has gained a place and interested in the community, causing many emerging Syari'ah Bank and Financial Institutions of the syari'ah, and products in Islamic banks are widely used is murabahah financing. The formulation of the problem in this research are: (1). How is the implementation of the sale and purchase through murabahah financing between Bank Muamalat Harkat with customers. (2). Is trading system murabahah financing between Bank Muamalat Harkat and customers have been according to the principles of Syari’ah. (3). How murabahah financing efforts to resolve the breach between the customer and Muamalat Harkat. This research method is empirical legal research, this study was conducted in Bank Muamalat Harkat based data collection through field research such as interviews, observation and description as well as information from respondents through library research. The results of this research are: before an agreement Bank to assess carefully the prospective customer in the form of a comprehensive analysis and is divided into several stages, such as the assessment using the principle of 5C Character (Character of the debitor), Chapacity (Capability Candidate Debitor) , Capital (Capital candidate Debitor), Collateral (Collateral candidate Debitor) and Condition of economy (economic condition of the prospective Borrower). Trading system murabahah financing between Bank Muamalat Harkat with the customer has not fully based on the principles of the Syari'ah. Murabahah financing efforts to resolve the defaults can be solved by R3 is Restrukturing (Arrangement Back), Reconditioning (Terms Back) and Rescheduling (rescheduling), sales collateral and auction execution. 

Sign in / Sign up

Export Citation Format

Share Document