Abstract:
Algorithmic Trading and Quantitative Analysis of Stock is a system that uses complex algorithms created with the use of mathematical models and technical indicators to co...Show MoreMetadata
Abstract:
Algorithmic Trading and Quantitative Analysis of Stock is a system that uses complex algorithms created with the use of mathematical models and technical indicators to completely automate the transaction, from stock selection to order placement. The majority of algorithmic trading setup providers have very high costs, and the existing research in this area is insufficient in terms of ROI (return on investment) and ethical viability. The majority of the past literature work just used simple mathematical models and indicators to develop their algorithms, but the results were not good enough. The drawbacks of algorithmic trading include the need for ongoing observation and the inconsistency in grasping the irrational market. With the aid of a combination of machine learning algorithms and data science principles implemented in python, this proposed work aims to develop various algorithms based on the requirements of traders or investors. Our approach outperforms the returns of the index and yields an appropriate return for the investor on his long-term investments.
Date of Conference: 16-17 October 2022
Date Added to IEEE Xplore: 13 December 2022
ISBN Information: