High Frequency Trading Strategy Evaluation System Based on Grey Relational Analysis and Power Spectral Estimation
In order to make a comprehensive evaluation of the profit, risk prevention, profit and loss coefficient and other performance parameters of high frequency trading strategies, this paper proposes High Frequency Trading Strategy Evaluation System (SES) model based on gray relational analysis and power...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIDIC Servizi S.r.l.
2016-08-01
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| Series: | Chemical Engineering Transactions |
| Online Access: | https://www.cetjournal.it/index.php/cet/article/view/3975 |