@inproceedings{21480a2f6306458b8146b19bd70d3cec,
title = "An Overview of Event Based Directional Change for Algorithmic Trading",
abstract = "This paper outlines a framework of a practicable scheme to facilitate algorithm trading of securities. The proposed scheme is capable to intelligently identify, analyze, and implement the intrinsic directional changes in the price movement of the stock market. An overall qualitative assessment is provided together with survey of existing theoretical and empirical foundations towards the success of such an algorithm. Potential loopholes and roadmap for further improvement are suggested.",
keywords = "Algorithmic trading, Directional change, Genetic programming, High free frequency trading",
author = "Botao Ye and Dejun Xie",
note = "Publisher Copyright: {\textcopyright} 2018 IEEE.; 16th IEEE/ACIS International Conference on Software Engineering Research, Management and Application, SERA 2018 ; Conference date: 13-06-2018 Through 15-06-2018",
year = "2018",
month = sep,
day = "28",
doi = "10.1109/SERA.2018.8477229",
language = "English",
series = "Proceedings - 2018 IEEE/ACIS 16th International Conference on Software Engineering Research, Management and Application, SERA 2018",
publisher = "Institute of Electrical and Electronics Engineers Inc.",
pages = "13--18",
editor = "Xiaohui Cui and Junfeng Wang and Zhi Jin and Zhengtao Yu and Bing Luo and Shaowen Yao",
booktitle = "Proceedings - 2018 IEEE/ACIS 16th International Conference on Software Engineering Research, Management and Application, SERA 2018",
}