Статистическое оценивание торговых стратегий
| Parent link: | Перспективы развития фундаментальных наук=Prospects of fundamental sciences development: сборник научных трудов XI Международной конференция студентов и молодых ученых, г. Томск, 22-25 апреля 2014 г./ Национальный исследовательский Томский политехнический университет (ТПУ) ; под ред. Е. А. Вайтулевич. [С. 703-705].— , 2014 |
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| Summary: | Заглавие с экрана In investigation a statistical evaluation of the five trading strategies were carry out. Profit, open and close drawdowns for each of them were defined. Backtesting and optimization of parameters the "Stoch RSI" trading strategy helped to increase profits and trade efficiency. |
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2014
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| Series: | Математика |
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| Online Access: | http://www.lib.tpu.ru/fulltext/c/2014/C21/235.pdf |
| Format: | Electronic Book Chapter |
| KOHA link: | https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=606980 |
| Physical Description: | 1 файл(409 Кб) |
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| Summary: | Заглавие с экрана In investigation a statistical evaluation of the five trading strategies were carry out. Profit, open and close drawdowns for each of them were defined. Backtesting and optimization of parameters the "Stoch RSI" trading strategy helped to increase profits and trade efficiency. |