Journal of Stock & Forex Trading
Open Access

Rushinek A

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• Review Article
  Regressed Profits on Total Trades, Winners, Size, and Intraday Drawdown of Commodities, Equities, Fixed Income, and Trade Duration Exit Days
  Author(s): Rushinek A and Rushinek SRushinek A and Rushinek S
  
  This paper describes Business Intelligence Systems and Engineering of Profits from trading. This paper discusses a system (The System) that includes regressed profits on Total Trades, Winners, Size, and Intraday drawdown of Commodities, Equities, Fixed Income, and Trade duration Exit Days. The System uses the S&P-500; including a variety of traded securities. The System applies trading portfolio theories, such as asset diversification, and extends these theories to human resource management diversification. The System integrates an Automated Trading System (ATS), of algorithmic trading, with a Simple Moving Average (SMA) trading strategy. This paper also tests several null hypotheses on predictor independent variables and their coefficient of determination; rejecting the null hypotheses that these determinations are equal to zero. Furthermore, this paper links constructs to SMA an.. View More»
  DOI: 10.4172/2168-9458.1000178

  Abstract PDF

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