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Algorithmic trading
Bakhach, Amer M., Tsang, Edward P.K. and Chinthalapati, V. L. Raju (2018) TSFDC: A Trading strategy based on forecasting directional change. Intelligent Systems in Accounting, Finance and Management, 25 (3). pp. 105-123. ISSN 1055-615X (Print), 1099-1174 (Online) (doi:10.1002/isaf.1425)
directional change
Bakhach, Amer M., Tsang, Edward P.K. and Chinthalapati, V. L. Raju (2018) TSFDC: A Trading strategy based on forecasting directional change. Intelligent Systems in Accounting, Finance and Management, 25 (3). pp. 105-123. ISSN 1055-615X (Print), 1099-1174 (Online) (doi:10.1002/isaf.1425)
FX trading
Bakhach, Amer M., Tsang, Edward P.K. and Chinthalapati, V. L. Raju (2018) TSFDC: A Trading strategy based on forecasting directional change. Intelligent Systems in Accounting, Finance and Management, 25 (3). pp. 105-123. ISSN 1055-615X (Print), 1099-1174 (Online) (doi:10.1002/isaf.1425)