АЛГОРИТМИЧЕСКАЯ ТОРГОВЛЯ ФИНАНСОВЫМИ АКТИВАМИ В УСЛОВИЯХ НЕСТАБИЛЬНОЙ ЭКОНОМИКИ
DOI:
https://doi.org/10.25806/uu7-32021798-810Ключевые слова:
трейдер, ценные бумаги, алгоритмическая торговля, алгоритм, стратегия торговли, машинное обучение, нейронные сетиАннотация
Авторами рассматривается торговая стратегия управления финансовыми активами на основе машинного обучения и проводится ее анализ с точки зрения получаемой доходности. В статье проанализированы источники, затрагивающие стратегии алгоритмической торговли, ее преимущества и недостатки, а также методы машинного обучения, используемые в задачах торговли на финансовом рынке. В результате проведенного обзора существующих исследований была выбрана стратегия исследования за трендом в качестве базиса торговой стратегии. Рассмотрены основные технические индикаторы, описаны их особенности, изложена интерпретация с точки зрения использования в торговой стратегии. Торговая стратегия, предложенная в данной работе, основана на генерации сигналов к покупке или продаже актива на основании информации о тренде.
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