Developing actionable trading strategies

Cao, L

Developing actionable trading strategies

Cao, L

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Publication Type:: Chapter
Citation:: 2009, 170 pp. 193 - 215
Issue Date:: 2009-01-07

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Field	Value	Language
dc.contributor.author	Cao, L https://orcid.org/0000-0003-1562-9429	en_US
dc.date.issued	2009-01-07	en_US
dc.identifier.citation	2009, 170 pp. 193 - 215	en_US
dc.identifier.isbn	9783540880486	en_US
dc.identifier.uri	http://hdl.handle.net/10453/12408
dc.description.abstract	Actionable trading strategies for trading agents determine the potential of the simulated models in real-life markets. The development of actionable strategies is a non-trivial task, which needs to consider real-life constraints and organizational factors in the market. In this paper, we first analyze such constraints on developing actionable trading strategies. Further we propose an actionable trading strategy development framework. These points are deployed into developing a series of actionable trading strategies through optimizing, enhancing, discovering and integrating actionable trading strategies. We demonstrate working case studies in market data. These approaches and their performance are evaluated from both technical and business perspectives. Actionable trading strategies have potential to supporting smart trading decision for brokerage firms and financial companies. © 2009 Springer-Verlag Berlin Heidelberg.	en_US
dc.relation.isbasedon	10.1007/978-3-540-88049-3_9	en_US
dc.subject.classification	Artificial Intelligence & Image Processing	en_US
dc.title	Developing actionable trading strategies	en_US
dc.type	Chapter
utslib.citation.volume	170	en_US
utslib.for	080101 Adaptive Agents and Intelligent Robotics	en_US
utslib.for	080110 Simulation and Modelling	en_US
utslib.for	080109 Pattern Recognition and Data Mining	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney/Faculty of Engineering and Information Technology
pubs.organisational-group	/University of Technology Sydney/Strength - AAI - Advanced Analytics Institute Research Centre
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US
pubs.volume	170	en_US

Abstract:

Actionable trading strategies for trading agents determine the potential of the simulated models in real-life markets. The development of actionable strategies is a non-trivial task, which needs to consider real-life constraints and organizational factors in the market. In this paper, we first analyze such constraints on developing actionable trading strategies. Further we propose an actionable trading strategy development framework. These points are deployed into developing a series of actionable trading strategies through optimizing, enhancing, discovering and integrating actionable trading strategies. We demonstrate working case studies in market data. These approaches and their performance are evaluated from both technical and business perspectives. Actionable trading strategies have potential to supporting smart trading decision for brokerage firms and financial companies. © 2009 Springer-Verlag Berlin Heidelberg.

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http://hdl.handle.net/10453/12408