Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator and William%R: A Case Study on the U.S. and Korean Indices
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- ChanKyu Paik & Jinhee Choi & Ivan Ureta Vaquero, 2024. "Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator, Williams%R, and Trading Volume for the S&P 500," JRFM, MDPI, vol. 17(11), pages 1-20, November.
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Keywords
investment; trading; algorithm trading; market timing; ETF; S&P 500; Korea; MSCI Korea; low-frequency trading; hit ratio;All these keywords.
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