Algorithmic Trading Strategy Making: Algorithms and Applications

Xiaotie Deng (City University of Hong Kong, Hong Kong & University of Liverpool, UK), Feng Wang (Wuhan University, China) and Keren Dong (University of Liverpool, UK)

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DOI: 10.4018/978-1-61350-162-7.ch004

Source title: Information Systems for Global Financial Markets: Emerging Developments and Effects

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MLA

Deng, Xiaotie, Feng Wang and Keren Dong. "Algorithmic Trading Strategy Making: Algorithms and Applications." Information Systems for Global Financial Markets: Emerging Developments and Effects. IGI Global, 2012. 55-72. Web. 21 May. 2013. doi:10.4018/978-1-61350-162-7.ch004

APA

Deng, X., Wang, F., & Dong, K. (2012). Algorithmic Trading Strategy Making: Algorithms and Applications. In A. Yap (Ed.), Information Systems for Global Financial Markets: Emerging Developments and Effects (pp. 55-72). Hershey, PA: Business Science Reference. doi:10.4018/978-1-61350-162-7.ch004

Chicago

Deng, Xiaotie, Feng Wang and Keren Dong. "Algorithmic Trading Strategy Making: Algorithms and Applications." In Information Systems for Global Financial Markets: Emerging Developments and Effects, ed. Alexander Y. Yap, 55-72 (2012), accessed May 21, 2013. doi:10.4018/978-1-61350-162-7.ch004

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Abstract

Algorithmic trading strategy making is a very important research issue which attracts more and more people’s interests. This chapter will introduce several principal algorithms for algorithmic trading strategy making. How to design a trading strategy will also be discussed. Some latest research achievements on the algorithmic trading strategy making will be given with some examples and application results.

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