DocumentCode
2429761
Title
Web-based system for evaluating day trading strategies
Author
Peruyero, Juan Ricardo Rivera ; Marti-Puig, Pere
Author_Institution
Dept. of Digital Inf. Technol., Univ. of Vic (UVic), Vic, Spain
fYear
2011
fDate
19-21 Oct. 2011
Firstpage
250
Lastpage
255
Abstract
This work evaluates two simple speculation methods in terms of the mean losses and benefits they produce under different market conditions, after 200 days of activity. One of the methods is widely known while the other is proposed by the authors. An application was developed to mine the prices of financial assets from free web information providers. The results relate to stocks of the Spanish IBEX-35.
Keywords
Internet; electronic commerce; financial data processing; financial management; Spanish IBEX-35 stocks; Web-based system; day trading strategy evaluation; financial asset management; financial asset prices; speculation methods; Biological system modeling; Data mining; Gaussian distribution; Histograms; Next generation networking; Stock markets; Web services; automatic trading systems; data mining; speculation systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Next Generation Web Services Practices (NWeSP), 2011 7th International Conference on
Conference_Location
Salamanca
Print_ISBN
978-1-4577-1125-1
Type
conf
DOI
10.1109/NWeSP.2011.6088186
Filename
6088186
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