---
title: Optimal Entry and Exit Trading Points using Functional Data Analysis
url: https://www.ml-quant.com/papers/ssrn/4658652/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4658652
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4658652
featured: 2023-12-13
citations: 0
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4658652
- Identifier: SSRN 4658652
- Released: 2023-12-08
- First featured: Quant Letter No. 29 (2023-12-13): https://www.ml-quant.com/issues/2023-12-13/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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