Abstract

The authors consider a trading strategy for managing financial assets based on machine learning and analyze it from the point of view of the resulting profitability. The article analyzes the sources that affect the strategies of algorithmic trading, its advantages and disadvantages, as well as machine learning methods used in the tasks of trading in the financial market. As a result of the review of existing studies, a trend-following strategy was chosen as the basis of a trading strategy. The main technical indicators, their features and interpretation from the point of view of use in a trading strategy are considered. The trading strategy proposed in this paper is based on generating signals to buy or sell an asset based on trend information.

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