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The Problem and the Need to Develop Scientific Principles and Quantitative Methods for Optimizing Trading Systems in the Russian Stock Market


Irina Eliseeva
(about the author)

Eliseeva Irina Evgenyevna –

Published in:
Russian Journal of Entrepreneurship
– № 4-2 / April, 2011



Keywords: automated trading system, depth of sampling, restriction of range of discretion, stability of system, testing of trading systems


Citation:
Irina Eliseeva (2011). The Problem and the Need to Develop Scientific Principles and Quantitative Methods for Optimizing Trading Systems in the Russian Stock Market. Russian Journal of Entrepreneurship, 12(4), 120-125. — url: http://bgscience.ru/com/lib/2950


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Abstract:

The article discusses the features of automated stock trading. How to improve the accuracy of forecasting and hence the investment effectiveness when using "robots"? The author analyzes two approaches to solving this problem: 1) on the basis of the "test window" theory and 2) on the basis of applying the theory of dynamic chaos.







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