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An Agent Strategy for Automated Stock Market Trading Combining Price and Order Book Information
Content Provider | CiteSeerX |
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Author | Silaghi, Gheorghe Cosmin |
Abstract | This paper proposes a novel automated agent strategy for stock market trading, developed in the context of the Penn-Lehman Automated Trading (PLAT) simulation platform [1]. We provide a comprehensive experimental validation of our strategy using historic order book data from the NASDAQ market. 1. |
File Format | |
Access Restriction | Open |
Subject Keyword | Agent Strategy Order Book Information Nasdaq Market Historic Order Book Data Stock Market Trading Penn-lehman Automated Trading Comprehensive Experimental Validation Simulation Platform |
Content Type | Text |
Resource Type | Article |