IEEE - Institute of Electrical and Electronics Engineers, Inc. - Algorithmic Trading Using Phase Synchronization

Author(s): A. Ahrabian ; C. C. Took ; D. P. Mandic
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2012
Volume: 6
Page Count: 6
Page(s): 399 - 404
ISSN (Paper): 1932-4553
ISSN (Online): 1941-0484
DOI: 10.1109/JSTSP.2011.2173900
Regular:

A novel trading algorithm which performs trading decisions by making use of phase synchronization between oscillatory components of asset pairs is proposed. This way the phase information... View More

Advertisement