Portfolio management involves position sizing and resource allocation. Traditional and
generic portfolio strategies require forecasting of future stock prices as model inputs, which …

Option is a well-known financial derivative that attracts attention from investors and scholars,
due to its flexible investment strategies. In this paper, we sought to establish an option …

Trading strategies can be divided into two categories, ie, those with momentum
characteristic and those that appear contrarian. The characteristics of trading strategies have …

With the rapid development of quantitative trading, stock selection is an ongoing task that
requires consideration of the characteristics of stocks and investment strategies. Fuzzy set …

In the past, most strategies were mainly designed to focus on stocks or futures as the trading
target. However, due to the enormous number of companies in the market, it is not easy to …

Quantitative trading is a crucial aspect of money management; however, conventional
trading strategies are based on indicators and signals, despite the fact that position sizing is …

Opening Range Breakout (ORB) is a fairly intraday trading strategy. We set the resistance
and the support levels by the price in opening interval to follow the trend in the futures …

Opening range breakout (ORB) is a well-known intraday trading strategy via technical
analysis. ORB lacks robustness against market uncertainties (eg, information from …

Opening range breakout (ORB) is a well-known trading strategy in which predetermined
price thresholds are used to characterize price movements. However, some researchers …

Stock prices are highly volatile and sudden changes in trends are often very problematic for
traditional forecasting models to handle. The standard Long Short Term Memory (LSTM) …