Finance, Markets and Valuation
Vol. 6, Num. 2, July-December 2020, 27--54
Title: Leading research trends on trading strategies
Authors: Javier Oliver-Muncharaz, Fernando García
DOI: 10.46503/LHTP1113
Abstract:
Trading strategies have attracted the attention of academic researchers and practitioners for a long time, but most specially in recent years due to the explosion of high-quality databases and computation capacity. Numerous studies are devoted to the analysis and proposal of trading strategies which cover aspects such as trend prediction, variables selection, technical analysis, pattern recognition etc. and apply many different methodologies. This paper conducts a meta-literature review which covers 1187 research articles from 1984 to 2020. The aim of this paper is to show the increasing importance of the topic and present a systematic study of the leading research areas, countries, institutions and authors contributing to this field. Moreover, a network analysis to identify the main research streams and future research opportunities is conducted.
Keywords: Trading strategy; Literature survey; Stock market
