Research Article
Automatic High-Frequency Trading: An Application to Emerging Chilean Stock Market
Table 2
Results of 20 executions of the AT model of experiment 3. The best time is only 75,598 ms, whereas the best theoretical net return is 690,757 CLP (profitability of 138%). The gains are due to the increasing trend for the period of the experiment; the parameters are adjusted accordingly by the PSO algorithm.
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