Abstract
In the computer era, high frequency trading is one of the hottest topics in the financial investment market. In order to develop a high-frequency trading strategy model with specific validity for different types of stocks, this paper proposes a LM jump detection-grid trading model based on LSTM prediction to construct a trading strategy for three types of stocks: blue chips, volatile stocks and stable stocks. The proposed model is a combination of a black-box model and a white-box model, which not only has the powerful learning capability of LSTM Model and but also the excellent scalability of LM Jump Detection Model and Grid Trading Model. These allow the model to have greater advantages in terms of trading strategies and the convenience of optimizing anomaly detection.
Published Version (
Free)
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
