An Innovative Optimization Framework for a High Frequency Trading Tool for Stock Markets


CFP: #114 Round: 18
Unversity/Faculty: Nile University Project Type: PRP Company: N/A
ITAC Fund: EGP 130,000 Start Date: 2/15/2016 End Date: Ongoing

Project Output:

A proof of concept for a new high frequency trading tool for stock markets. which depends on an optimization framework to decide for any specific security which indicator(s) to use, the optimal parameters and signal line for indicator(s).