SSRNTrading, Microstructure & Execution
Optimal Entry and Exit Trading Points using Functional Data Analysis
The study develops investment strategies using optimal trading points predicted by forecasting financial time series with intraday data on weekly data curves, showing superior performance in backtesting on three major US ETFs.
Featured in No. 29 on 13 Dec 2023 · 5 days after release · 0 citations today
- Released
- 8 Dec 2023
- First featured
- No. 29 · 13 Dec 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
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- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4658652
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