Trading strategy


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Trading strategy

A disciplined method of buying and selling assets that involves working within a predefined set of rules for making trading decisions. Examples are the covered position, CPPI, index arbitrage and multirule system.
References in periodicals archive ?
A student report of Stanford University based on the application of deep learning to algorithmic trading displayed 81 percent successful trade and a 66 percent of directional accuracy on the application of deep learning based trading strategy on a test data set.
CloudQuant is the trading strategy incubator for data scientists and traders around the world to create and test trading strategies.
By allowing algo backtesting and forward-testing with historical data and live data respectively, Auton helps traders to develop the unique trading strategy that will work best for them.
During the second half of the previous week, the 380-cst fuel oil March/April time spread soared, widening its backwardated structure while stirring expectations of a bullish trading strategy in the near term.
In this paper, the stochastic dominance theory is applied to test the dominance relations among program trading strategies and select the optimal program trading strategy for investors, judge the profitability of program trading strategies and thus verify the efficiency of China's stock market indirectly.
Under the approved rule change, FINRA defines an "algorithmic trading strategy" as an automated system that generates or routes orders or order-related messagessuch as routes or cancellations but does not include an automated system that solely routes orders received in their entirety to a market center.
So what exactly is an algorithmic trading strategy? To quote the SEC's Notice of Filing: "An automated system that generates or routes orders or order-related messages such as routes or cancellations, but does not include an automated system that solely routes orders received in their entirety to a market center." Such systems generate orders or execute trades "without material intervention by any person."
The presence of profitable time-series momentum trading strategy depends on the predictability of present returns from past returns.
- Trading Strategy Checklist: evaluates any stock or options order instantly, validating the strategy against complex market conditions
The bank said that the strategy is a trading strategy that assists investors in sourcing liquidity.
According to Portware, Aritas' Alpha Pro technology solution uses quantitative analysis of historical and real-time order flow to recommend a trading strategy most likely to enhance performance over the life of the order, as well as make execution decisions based on the trader's preference.