TN-RSI: Trend-normalized RSI Indicator for Stock Trading Systems with Evolutionary Computation

Stock trading rule discovery with an evolutionary trend following model

Evolutionary learning is one of the most popular techniques for designing quantitative investment (QI) products. Trend following (TF) strategies, owing to their briefness and efficiency, are widely accepted by investors. Surprisingly, to the best of our knowledge, no related research has investigated TF investment strategies within an evolutionary learning model. This paper proposes a hybrid lo...

CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator

Stock price predictions have been a field of study from several points of view including, among others, artificial intelligence and expert systems. For short-term predictions, the technical indicator relative strength indicator (RSI) has been published in many papers and used worldwide. CAST is presented in this paper. CAST can be seen as a set of solutions for calculating the RSI using artific...

Dynamic Asset Allocation for Stock Trading Optimized by Evolutionary Computation

Effective tradingwith given pattern-based multi-predictors of stock price needs an intelligent asset allocation strategy. In this paper, we study a method of dynamic asset allocation, called the meta policy, which decides how much the proportion of asset should be allocated to each recommendation for trade. The meta policy makes a decision considering both the recommending information of multi-...

The research on RSI and Breaks

The Australian RSI debate: stereotyping and medicine.

The vehement scientific debate which took place in Australia in the 1980s over the epidemic of the chronic cervicobrachial pain syndrome known as repetition strain injury (RSI) was remarkable for the accompanying social commentary offered by many of the medical participants. This commentary was to have a profound effect on relationships between individual doctors and their patients with RSI. It...