Huelum Trading System: A Low-Frequency Algorithm Proposal
This paper aims to build a set of algorithmictradingstrategies to capture the persistenceof financial series. HUELUM Trading System is proposed to make algorithmictradingin a low-frequency environment and is tested with theExchange Traded Fund(ETF)iShares NAFTRAC daily prices. HUELUM Trading System...
Tallennettuna:
| Julkaisussa: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Päätekijät: | , , |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2019
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| Aiheet: | |
| Linkit: | https://www.redalyc.org/articulo.oa?id=423765104005 |
| Tagit: |
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