Open AccessA Quantitative Trading Strategy Based on A Position Management Model
Author(s) -
Tao Xu,
Zhichao Wang,
ZeGuang Han,
Mengdi Zhang,
Jingcheng Liu,
Shixiao Chang
Publication year - 2022
Publication title -
academic journal of science and technology
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2771-3032
DOI - 10.54097/ajst.v2i1.901
Subject(s) - autoregressive integrated moving average , trading strategy , position (finance) , investment strategy , economics , order (exchange) , analytic hierarchy process , econometrics , error correction model , profitability index , financial market , time series , computer science , finance , cointegration , market liquidity , mathematical economics , machine learning