Title:

Design and evaluation of trading strategy in a-Trader system

Group publication title:

Informatyka Ekonomiczna = Business Informatics

Title in english:

Business Informatics

Creator:

Korczak, Jerzy ; Hernes, Marcin ; Bac, Maciej

Subject and Keywords:

multi-agent systems ; financial decisions ; FOREX ; investment strategies ; systemy wieloagentowe ; decyzje finansowe ; strategie inwestycyjne

Description:

Informatyka Ekonomiczna = Business Informatics, 2014, Nr 3 (33), s. 88-101

Abstrakt:

The article presents an approach to the performance analysis of trading strategies in the a-Trader system. A-Trader supports investment decisions on the FOREX market. The first part of the article contains a description of the a-Trader system from the user viewpoint. Next, the algorithms of the selected agents’ strategies are presented. In the last part of the article, the performance evaluation of strategies is proposed and illustrated

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2014

Resource Type:

artykuł

Format:

application/pdf

Resource Identifier:

doi:10.15611/ie.2014.3.07

Language:

eng

Relation:

Informatyka Ekonomiczna = Business Informatics, 2014, Nr 3 (33)

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu