Financial Analytics: Science and Experience

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Financial Analytics: Science and Experience

29(71) - 2011 August

On stability of algorithmic trading system

Vol. 4, Iss. 29, AUGUST 2011

Available online: 2 August 2011

Subject Heading: Stock market

JEL Classification:

Arkov V.Y. professor of chair «The automated management system», Ufa state aviation technical university
v_arkov@mail.ru

Shamsieva A.M. graduate student of chair «The automated management system», Ufa state aviation technical university
aliyha@list.ru

In this paper approaches to design of systemized rules of the investment are discussed. It is concluded that it is essential to apply statistical methods for estimation of trading strategy robustness. The criterion of efficiency indicators estimation is determined.

Keywords: investment, technical, analysis, trading, system, indicator, efficiency, robustness

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ISSN 2311-8768 (Online)
ISSN 2073-4484 (Print)

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