Building a rating system and optimizing the portfolio of shares thus created by algorithmic trading Cover Image

Construirea unui sistem de rating și optimizarea portofoliului de acțiuni creat astfel prin algorithmic trading
Building a rating system and optimizing the portfolio of shares thus created by algorithmic trading

Author(s): Adrian-Claudiu Siloși
Subject(s): Economy, Supranational / Global Economy, Financial Markets
Published by: EDITURA ASE
Keywords: trading algorithms; capital market; optimization; programming;

Summary/Abstract: In the context of the current capital market (with reference mainly to the US market), more and more traders recognize the influence of human emotions on investment decisions and the danger of an undisciplined approach to the choice of equity securities (proven the existence, for example, of the "herd effect"). Thus, there is a need for an approach based on consistency, discipline (which eliminates the influence of human behavior) and a real quantification of the risk ratio: yield, variables that my paper takes into account by using trading algorithms and data analysis using a language well known programming.

  • Issue Year: 2019
  • Issue No: 8
  • Page Range: 387-397
  • Page Count: 11
  • Language: Romanian