Performance Evaluation of Systematic Option Trading Strategies Using Entry and Exit Points Predicted by Machine Learning

Tan Meilisa Tansil, Leonard P. Rusli, Eka Budiarto. Performance Evaluation of Systematic Option Trading Strategies Using Entry and Exit Points Predicted by Machine Learning. In Proceedings of the International Conference on Engineering and Information Technology for Sustainable Industry, ICONETSI 2022, Alam Sutera, Tangerang, Indonesia, September 21-22, 2022. ACM, 2022. [doi]

Authors

Tan Meilisa Tansil

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Leonard P. Rusli

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Eka Budiarto

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