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Trading algorithms

Algoritmos de negociación
Authors: Paniagua Salvatella, Raimon;

Trading algorithms

Abstract

En la meva tesis analitzaré un conjunt d’algorismes de “trading”, amb el propòsit de identificar en cada cas el seu funcionament i la seva rendibilitat. A més, tractaré de millorar aquests algorismes si és possible. En el pitjor dels casos, examinaré les condicions en les que cada algorismes es comporta millor.

En mi tesis voy analizar un conjunto de algoritmos de “trading”, con el propósito de identificar en cada caso su funcionamiento y rentabilidad. Además, trataré de mejorar estos algoritmos si eso fuera posible. En todo caso, examinaré las condiciones en las que cada algoritmo se comporta mejor.

My thesis analyzes a set of trading algorithms, with the purpose to identify in each case the algorithm performance and its profitability. Also, I will look for improvements or, at least, find the better conditions for each algorithm to reach a better behaviour.

Country
Spain
Keywords

algoritmos, Mercados financieros, Financial markets, Mercats financers, Algorismes, Capital market, algorithms, Algorithms, Àrees temàtiques de la UPC::Informàtica::Informàtica teòrica::Algorísmica i teoria de la complexitat, :Informàtica::Informàtica teòrica::Algorísmica i teoria de la complexitat [Àrees temàtiques de la UPC]

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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