Design and evaluation of trading strategy in a-trader system
Design and evaluation of trading strategy in a-trader system
Author(s): Jerzy Korczak, Marcin Hernes, Maciej BacSubject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: Multi-agent systems; financial decisions; FOREX; investment strategies
Summary/Abstract: The article presents an approach to the performance analysis of trading strategies in the a-Trader system. A-Trader supports investment decisions on the FOREX market. The first part of the article contains a description of the a-Trader system from the user viewpoint. Next, the algorithms of the selected agents’ strategies are presented. In the last part of the article, the performance evaluation of strategies is proposed and illustrated.
Journal: Informatyka Ekonomiczna
- Issue Year: 2014
- Issue No: 33
- Page Range: 88-101
- Page Count: 14
- Language: English
