Designing and Evaluating Trading Strategies Based on Algorithmic Trading in Iran's Capital Market
- سال انتشار: 1402
- محل انتشار: فصلنامه پیشرفتهایی در ریاضیات مالی و کاربردها، دوره: 8، شماره: 2
- کد COI اختصاصی: JR_AMFA-8-2_020
- زبان مقاله: انگلیسی
- تعداد مشاهده: 89
نویسندگان
Eslamshahr Branch, Islamic Azad University
Department of Humanities, Shahr-e-Quds Azad University, Iran.
Department of Humanities, Shahr-e-Quds Azad University, Iran
Islamic Azad University of Shar-e-Ghods
چکیده
One of the important factors in making a profit through financial markets is a quick and correct response to market events, which is possible only by examining all aspects of the market. Today, to solve this challenge, the use of trading algo-rithms has become inevitable and can be considered as transactions made by computers that these transactions are controlled and reviewed through algorithms. Depending on their type and purpose, these algorithms examine different aspects and, according to the strategies defined for them, make decisions and signal by order registration. These trading methods are growing rapidly in the world, espe-cially in strong and developed financial markets. Proper implementation of algo-rithmic transactions reduces transaction costs and increases the accuracy of inves-tors in their investments. One of the most widely used of these strategies is the trend-following strategy, which is welcomed by many traders. This strategy can be implemented in different ways and through different trading tools. In the pre-sent study, five types of them were examined and implemented on one of the most traded symbols of the Tehran Stock Exchange. The purpose of this study is to implement some of the popular strategies in algorithmic trading along with the introduction of algorithmic trading, its strategies in the Iranian stock market, which includes the study of its advantages and disadvantages. The present study is a cross-sectional retrospective and field survey in terms of applied purpose and in terms of data collection.کلیدواژه ها
Algorithmic Trading, Auto-mated Trading, Trading Strate-gies, Capital Market, Pythonاطلاعات بیشتر در مورد COI
COI مخفف عبارت CIVILICA Object Identifier به معنی شناسه سیویلیکا برای اسناد است. COI کدی است که مطابق محل انتشار، به مقالات کنفرانسها و ژورنالهای داخل کشور به هنگام نمایه سازی بر روی پایگاه استنادی سیویلیکا اختصاص می یابد.
کد COI به مفهوم کد ملی اسناد نمایه شده در سیویلیکا است و کدی یکتا و ثابت است و به همین دلیل همواره قابلیت استناد و پیگیری دارد.