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Developing Actionable Trading Strategies

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Knowledge Processing and Decision Making in Agent-Based Systems

Part of the book series: Studies in Computational Intelligence ((SCI,volume 170))

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Abstract

Actionable trading strategies for trading agents determine the potential of the simulated models in real-life markets. The development of actionable strategies is a non-trivial task, which needs to consider real-life constraints and organizational factors in the market. In this paper, we first analyze such constraints on developing actionable trading strategies. Further we propose an actionable trading strategy development framework. These points are deployed into developing a series of actionable trading strategies through optimizing, enhancing, discovering and integrating actionable trading strategies. We demonstrate working case studies in market data. These approaches and their performance are evaluated from both technical and business perspectives. Actionable trading strategies have potential to supporting smart trading decision for brokerage firms and financial companies.

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Author information

Authors and Affiliations

  1. Faculty of Information Technology, University of Technology, Sydney, Australia

    Longbing Cao

Authors
  1. Longbing Cao
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Editor information

Editors and Affiliations

  1. University of South Australia, Mawson Lakes Campus, South Australia, SA 5095, Adelaide City, Australia

    Lakhmi C. Jain

  2. Institute of Informatics, Wroclaw University of Technology, Str. Janiszewskiego 11/17, 50-370, Wroclaw, Poland

    Ngoc Thanh Nguyen

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Cao, L. (2009). Developing Actionable Trading Strategies. In: Jain, L.C., Nguyen, N.T. (eds) Knowledge Processing and Decision Making in Agent-Based Systems. Studies in Computational Intelligence, vol 170. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-88049-3_9

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  • DOI: https://doi.org/10.1007/978-3-540-88049-3_9

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-88048-6

  • Online ISBN: 978-3-540-88049-3

  • eBook Packages: EngineeringEngineering (R0)

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