O'Reilly logo

Designing Stock Market Trading Systems: With and without soft computing by Tobias Hahn, Bruce Vanstone

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Chapter 10 – Case Studies

“Study the past if you would divine the future.”

Confucius

10.1 Introduction

This chapter demonstrates how to use the methodology explained in this book. It shows how to create two trading systems; one based on technical variables, and one based on fundamental variables, using the techniques shown in the previous chapters. The software tools used during this process are Wealth-Lab, Neuro-Lab, Monte Carlo Lab and SPSS (for statistics).

The approach recommended is to always look to add a neural network to a trading system to solve some specific problem. For this reason, you should start with a set of pre-defined entry and exit rules which you are happy to trade. Then we identify specific problems with these ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required