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...
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| Publicat a: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Autors principals: | , , |
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2019
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| Matèries: | |
| Accés en línia: | https://www.redalyc.org/articulo.oa?id=423765104005 |
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