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
 
 
 

© 2016 by Marcello Calamai