Exploiting the potential of a directional changes-based trading algorithm in the stock market
Han Ao, Munan Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Ao, Han ; Li, Munan |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 60.2024, Art.-No. 104936, p. 1-8
|
| Subject: | Algorithm trading | Directional change | Scaling law | Algorithmus | Algorithm | Börsenkurs | Share price | Aktienmarkt | Stock market | Elektronisches Handelssystem | Electronic trading | Wertpapierhandel | Securities trading | EU-Staaten | EU countries |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104936 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014490396