Notification:
We are currently experiencing intermittent issues impacting performance. We apologize for the inconvenience.
By Topic

Developing Actionable Trading Strategies for Trading Agents

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

The purchase and pricing options are temporarily unavailable. Please try again later.
3 Author(s)
Longbing Cao ; Univ. of Technol., Sydney ; Chao Luo ; Zhang, C.

Trading agents are very useful for developing and back-testing quality trading strategies for actions taking in the real world. However, the existing trading agent research mainly focuses on simulation using artificial data and market models. As a result, the actionable capability of developed trading strategies is often limited. In this paper, we analyze such constraints on developing actionable trading strategies for trading agents. These points are deployed into developing a series of trading strategies for trading agents through optimizing, and enhancing actionable trading strategies. We demonstrate working case studies in large-scale of market data. These approaches and their performance are evaluated from both technical and business perspectives.

Published in:

Intelligent Agent Technology, 2007. IAT '07. IEEE/WIC/ACM International Conference on

Date of Conference:

2-5 Nov. 2007