Aditya Kasar
- Affiliation
- School of Technology Management and Engineering, SVKM’s NMIMS School of Technology and Science, Kharghar, Navi Mumbai
- Department
- Assistant Professor
- Location
- India
Aditya Kasar
1 article
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Exploring the Efficiency of Leading and Lagging Indicators in Algorithmic Trading
Abstract: This paper details a comparison of the overall performance of leading and lagging technical indicators used in algorithmic trading over an extended period. While much of the prior research focuses on index price forecasting and some on statistical arbitrage derived from these predictive techniques, there is a scarcity of studies that assess and evaluate trading strategies. The strategies considered for the study were tested on historical data of the 50 …
Published in International Journal of Algorithms Design and Analysis Review · Vol. 2, Issue 2, 2024 · pp. 8–18 Read article