Yi-Chun Cheng1, Mu-En Wu1, Ju-Fang Yen2, Sheng-Chi Luo1, Jimmy Ming-Tai Wu1,*
The International Conference on Computational & Experimental Engineering and Sciences, Vol.31, No.2, pp. 1-1, 2024, DOI:10.32604/icces.2024.011239
Abstract Quantitative trading is a strategy that relies on mathematical and statistical models to identify market trading opportunities. Trading strategies can be categorized into trend following and contrarian trading. Way of the Turtle is one of the famous trend following strategies. This study proposes a customized trend following trading mechanism based on Way of the Turtle. The focus of the strategy is to capture major trends over a few significant market moves, so it can be seen that the importance of the entry signals to the trend-following strategy. Therefore, this study applies Long Short-Term Memory (LSTM)… More >
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