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

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 …

Financial time series predictions are a challenge due to their nonlinear and chaotic nature.
In recent decades, many researchers and investors have studied methods to improve …

Portfolio management is a critical issue which should be skilled by position sizing and
resource allocation. Traditional and generic portfolio strategies require to forecast the future …

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 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 …

This paper investigates portfolio management algorithm for the cryptocurrency market by
using the TQC (Truncated Quantile Critics) algorithm. The study is based on the daily prices …

Opening range breakout (ORB) is a well-known intraday trading strategy that generates
trading signals through technical analysis; however, ORB does not make full use of market …