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Trend following algorithms in automated derivatives market trading Journal article
Simon Fong, Yain-Whar Si, Jackie Tai. Trend following algorithms in automated derivatives market trading[J]. Expert Systems with Applications, 2012, 39(13), 11378-11390.
Authors:  Simon Fong;  Yain-Whar Si;  Jackie Tai
Favorite | TC[WOS]:12 TC[Scopus]:16  IF:7.5/7.6 | Submit date：2019/02/13
Trend Following  Automated Trading System  Futures Contracts  Mechanical Trading