Algorithmic Trading - Algorithmic Trading Strategies - Updates on Nikkei - Volume 36

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 36 we provide an update on Nikkei trading system results