A Multi-Strategic Approach to Automated Trading
2021 International Conference on Communication information and Computing Technology (ICCICT), 2021
Modern Computing methods have resulted in a shift of interest in the trading world; from the trad... more Modern Computing methods have resulted in a shift of interest in the trading world; from the traditional ways to a more quantitative outlook. With these methods readily available, more advanced models are being developed each day as statisticians and quantitative analysts optimize the process of quantitative trading. In this paper, a novel Multi-Strategic approach to automated trading is introduced & a system for trading Forex currency pairs is proposed, constructed and experimentally tested. The model was built by applying a systematic approach with multiple optimization procedures to maximize the overall return value over the long term. After multiple back-tests, the experiments were performed over a real trading account over a period of three months. The synergy produced by the approach is explained by the test results which show an increased profitability of 17.5% than the S&P500 on an annual basis, as compared to a single-strategic approach.
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Papers by Vinayak Jadhav