配对交易(Pairs trading):也就是均值回归,如之前章节所述。 News-Based Strategies 新闻作为一种新的信息,可能会直接改变市场的方向,然而,如何快速准确的理解新闻内容并不是一件容易的事情,有时一开始对新闻的解读是错误的,因此能难根据新闻来进行交易。让让计算机处理新闻数据的方法主要有这几种(Jason注:事实上这...
Deep learning networkStructured mutual fundTransfer learning networkTrading strategyConsidering the trading behavior and trading share numbers, we construct a deep learning network for trading strategies of structured mutual funds. Using data of the structured mutual funds in China's financial markets from...
Baltas 和 Kosowski(2017),Demystifying time-series momentum strategies: Volatility estimators, trading rules and pairwise correlations, SSRN Bao等(2017),A deep learning framework for financial time series using stacked autoencoders and long-short term memory, PLOS ONE Baz等(2015),Dissecting investment...
Deep learningTrading strategies are constantly being employed in the financial markets in order to increase consistency, reduce human errors of judgment and boost the probability of taking profitable market positions. In this work, we attempt to transfer the knowledge of several different types of ...
论文: Hybrid Deep Reinforcement Learning for Pairs Trading1. 问题介绍配对交易是一种统计套利策略,利用具有高度相关资产对之间的短期价格差异进行获利。在股票市场上,成对交易者同时在估值过高的股票上做空…
Below is an image of an architecture used in this blog for experiments. It consists of two stacked LSTMs and one linear layer. Experiments With Hedge Fund Algorithms Try usingalgorithmic tradingstrategies that simple, as follows: If the algorithm predicts that the price will go up the next day...
This paper applies deep learning models to predict Bitcoin price directions and the subsequent profitability of trading strategies based on these predictions. The study compares the performance of the convolutional neural network–long short-term memory (CNN–LSTM), long- and short-term time-series ne...
Sofien Kaabar—financial author, trading consultant, and institutional market strategist—introduces deep learning strategies that combine technical and quantitative analyses. By fusing deep learning concepts with technicalanalysis, this unique book presents out-of-the-box ideas in the world of financial ...
learning, devising successful Bitcoin trading strategies remains a challenge. Recently, deep reinforcement learning algorithms have shown promise in tackling complex problems, including profitable trading strategy development. However, existing studies have not adequately addressed the simultaneous consideration ...
Analysing Trading Strategies Since the algorithms of Deep Learning can analyze thousands of data sources at the same time, it is much faster than human beings. Based on such analysis, the trading strategies formed are much more profitable. ...