Work

Cumulative True Range for Benchmarking of Trading Algorithms

Year: 2026

Type: conference-paper

Source: EAI/Springer Innovations in Communication and Computing

DOI: 10.1007/978-3-032-32104-6_50

Authors: Martin Drozda, Maros Cavojsky

Institution: Slovak University of Technology in Bratislava

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7203891933

FWCI:

Cites: 3

Cited by:

Related to: 10