This article describes the technique that forecasts the market behavior. The second part demonstrates the application of the approach in a trading strategy.

Introduction



How to define sub-optimal parameters of the trading strategy if the number of the combination is extremely huge.

Table of Contents

  1. Gentle Introduction to Particle Swarm Optimization
  2. Trading Strategy Algorithm
  3. Let’s Code It!
  4. Experiment
  5. Further Improvements
  6. Summary

Gentle Introduction to Particle Swarm Optimization


What is an Order Book?



Concept


  1. Concept
  2. Algorithm description
  3. Trading strategy development
  4. Backtesting and analyzing the result
  5. Further problems discussion
  6. Conclusions

Concept




Sergey Malchevskiy

Data science & Quantitative finance http://malchevskiy.pro

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