© 2016 by Marcello Calamai

DEVELOPING

NEW STRATEGIES

FOR TRADING IN FINANCIAL MARKETS

ADAPTIVE INDICATORS

 

This area of research deals with the application of genetic algorithms to traditional technical indicators.

Experiments in this area are:

 

  • GENETIC MACD

  • LONG-SHORT MOVING AV.

COMPUTATIONAL METHODS

 

Here we study financial markets as a computational phaenomenon, using numeric analysis rather than analytical methods.

Experiments in this area are:

 

  • MARKOV CHAINS FSA

  • TURING MACHINES

PATTERN & SIGNAL PROCESSING

This area of research treats price historical series as signals, looking for an edge in their statistical inefficiency.

Experiments in this area are:

 

  • PATTERN RECOGNITION

  • WAVE PACKET ANALYSIS

  • FRACTAL STRUCTURES

STOCKS
MARKET INDICES
CURRENCIES