Scalability of a Methodology for Generating Technical Trading Rules with GAPs Based on Risk-Return Adjustment and Incremental Training

2010 ◽  
pp. 143-150 ◽  
Author(s):  
E. A. de la Cal ◽  
E. M. Fernández ◽  
R. Quiroga ◽  
J. R. Villar ◽  
J. Sedano
Keyword(s):  
Technical Trading ◽  
Technical Trading Rules ◽  
Trading Rules ◽  
Risk Return ◽  
Incremental Training

Improving return using risk-return adjustment and incremental training in technical trading rules with GAPs

2008 ◽  
Vol 33 (2) ◽  
pp. 93-106 ◽  
Author(s):  
Manuel E. Fernandez Garcia ◽  
Enrique A. de la Cal Marin ◽  
Raquel Quiroga Garcia
Keyword(s):  
Technical Trading ◽  
Technical Trading Rules ◽  
Trading Rules ◽  
Risk Return ◽  
Incremental Training
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