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q-fin.TR2023★ 2 cited
VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning
Ivan Letteri
Volatility-based trading strategies have attracted a lot of attention in financial markets due to their ability to capture opportunities for profit from market dynamics. In this ar…
q-fin.TR2022★ 2 cited
DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks
Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis +1
In general, traders test their trading strategies by applying them on the historical market data (backtesting), and then apply to the future trades the strategy that achieved the m…