contrarian trading strategy

Bakhach, Amer, Tsang, Edward, Ng, Wing Lon and Chinthalapati, V L Raju (2017) Backlash algorithm: A trading strategy based on directional change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE. ISBN 978-1-5090-4241-8 (doi:https://doi.org/10.1109/SSCI.2016.7850004)

directional change

Bakhach, Amer, Tsang, Edward, Ng, Wing Lon and Chinthalapati, V L Raju (2017) Backlash algorithm: A trading strategy based on directional change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE. ISBN 978-1-5090-4241-8 (doi:https://doi.org/10.1109/SSCI.2016.7850004)

FX trading

Bakhach, Amer, Tsang, Edward, Ng, Wing Lon and Chinthalapati, V L Raju (2017) Backlash algorithm: A trading strategy based on directional change. In: 2016 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE. ISBN 978-1-5090-4241-8 (doi:https://doi.org/10.1109/SSCI.2016.7850004)