# Learning the dynamics of technical trading strategies

@article{Murphy2019LearningTD, title={Learning the dynamics of technical trading strategies}, author={Nicholas John Murphy and Tim Gebbie}, journal={Quantitative Finance}, year={2019}, volume={21}, pages={1325 - 1349} }

We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cost portfolio strategies. The learning algorithm is used to determine the dynamics of a large population of technical trading strategies that can survive historical back-testing as well as form an overall aggregated portfolio trading strategy from the set of underlying trading strategies implemented on daily and intraday Johannesburg Stock Exchange data. The… Expand

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