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Leading research trends on trading strategies
[Tendencias líderes de investigación sobre estrategias de trading]

Author

Listed:
  • Javier Oliver-Muncharaz

    (UPV - Universitat Politècnica de València = Universitad Politecnica de Valencia = Polytechnic University of Valencia)

  • Fernando García

    (UPV - Universitat Politècnica de València = Universitad Politecnica de Valencia = Polytechnic University of Valencia)

Abstract

Trading strategies have attracted the attention of academic researchers and practitioners for a long time, but most specially in recent years due to the explosion of high-quality databases and computation capacity. Numerous studies are devoted to the analysis and proposal of trading strategies which cover aspects such as trend prediction, variables selection, technical analysis, pattern recognition etc. and apply many di erent methodologies. This paper conducts a meta-literature review which covers 1187 research articles from 1984 to 2020. The aim of this paper is to show the increasing importance of the topic and present a systematic study of the leading research areas, countries, institutions and authors contributing to this field. Moreover, a network analysis to identify the main research streams and future research opportunities is conducted.

Suggested Citation

  • Javier Oliver-Muncharaz & Fernando García, 2020. "Leading research trends on trading strategies [Tendencias líderes de investigación sobre estrategias de trading]," Post-Print hal-03149330, HAL.
    • Handle: RePEc:hal:journl:hal-03149330
    DOI: 10.46503/LHTP1113
    Note: View the original document on HAL open archive server: https://hal.science/hal-03149330
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    References listed on IDEAS

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    1. David Ardia & Lukasz T. Gatarek & Lennart Hoogerheide & Herman K. Van Dijk, 2016. "Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices," Econometrics, MDPI, vol. 4(1), pages 1-19, March.
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    More about this item

    Keywords

    Trading strategy; Literature survey; Stock market; Estrategia de inversión; Revisión bibliográfica; Mercado bursátil;
    All these keywords.

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