The ability to forecast future directions in the evolution of any financial or economic indices appears more than ever a key feature in modern societies.
With our booklet series on Algorithmic Trading Strategies , we propose to share our research achievements in forecasting financial markets, through the building of trading strategies, perfectly rooted into algorithmic and mathematical finance.
Along this series, we propose a large variety of methods and results on different markets at different time scales.
In Volume 13, we provide full working codes in VBA for our DAX trading system