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Developing trading strategies based on risk-analysis of stocks

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journal contribution
posted on 29.06.2010 by Martin Sykora, Sameer Singh
Risk Management has always been of fundamental importance to financial markets. The aim of all good trading strategies is based around minimising possible risk and at the same time achieving most profit. A balance between these two factors must be struck for different risk – profit profiles. In this paper we describe an innovative way for visually quantifying risk, and we show how our method can be used as a tool for developing trading strategies to help manage risk. We run our algorithm on selected historical FTSE-100 stocks and pick some companies for a more detailed study of trading strategies. The method shows considerable promise for future research work.

History

School

  • Science

Department

  • Computer Science

Citation

SYKORA, M.D. and SINGH, S., 2007. Developing trading strategies based on risk-analysis of stocks. IN: SINGH, S. and SINGH, M. (eds.). Progress in Pattern Recognition. London : Springer-Verlag, pp.83-96.

Publisher

© Springer-Verlag

Version

AM (Accepted Manuscript)

Publication date

2007

Notes

This is a conference paper. It was presented at Progress in Pattern Recognition, 2007, Southampton, United Kingdom and published by Springer-Verlag: http://www.springer.com/

ISBN

9781846289446;9781846289453

ISSN

1617-7916

Book series

Advances in Pattern Recognition;

Language

en

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