Automated Algorithmic Trading with Intelligent Execution
Our trading agent uses techniques based on extensions of Adaptive Aggressiveness and Creamer and Freund’s boosting prediction algorithms. We find that, on top of addressing the unrealistic assumptions of previous strategies, our algorithm, on average, accounted for a 46% increase in profitability compared to the state of the art.
Visualisation and data handling software: Pylab
Software Engineering Tools: Eclipse