Αρχεία: Publications

This work presents the complexity that emerges in a Bertrand duopoly between two companies in the Greek oil market, one of which is semi-public and the other is private. The game uses linear demand functions for differentiated products from the existing literature and asymmetric cost functions that arose after approaches using the published financial reports […]

Δεν επιτρέπεται σχολιασμός στο Dynamics of a Bertrand Duopoly Game of the Greek Oil Market and Application of the d-Backtest Method

Αρχεία: Publications

Given the popularity and propagation of automated trading systems in financial markets among institutional and individual traders in recent decades, this work attempts to compare and evaluate such ten systems based on different popular technical indicators in combination – for the first time – with the d-Backtest PS method for parameter selection. The systems use […]

Δεν επιτρέπεται σχολιασμός στο Automated trading systems’ evaluation using d-Backtest PS method and WM ranking in financial markets

Αρχεία: Publications

Trading strategies intended for high frequency trading in Forex markets are executed by cutting-edge automated trading systems. Such systems implement algorithmic trading strategies and are configured with predefined optimized parameters in order to generate entry and exit orders and execute trades on trading platforms. Three high-frequency automated trading systems were developed in the current research, […]

Δεν επιτρέπεται σχολιασμός στο Optimization of Backtesting Techniques in Automated High Frequency Trading Systems Using the d-Backtest PS Method

Αρχεία: Publications

08 Ιούν 2019

For this research, we implemented a trading system based on the Turtle rules and examined its efficiency when trading selected assets from the Forex, Metals, Commodities, Energy and Cryptocurrency Markets using historical data. Afterwards, we enhanced our Turtle-based trading system with additional conditions for opening a new position. Specifically, we added an exclusion zone based […]

Δεν επιτρέπεται σχολιασμός στο AdTurtle: An Advanced Turtle Trading System
elΕλληνικά