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RePEcTrading, Microstructure & Execution

LowFrequency Trading Algorithm

The study introduces an improved algorithmic trading model that uses price indicators and a volume factor, yielding high returns with a high success rate and low maximum loss.

Featured in No. 74 on 13 Nov 2024 · on release day

Released
13 Nov 2024
First featured
No. 74 · 13 Nov 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:gam:jjrfmx:v:17:y:2024:i:11:p:501-:d:1516347

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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