Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression

<table class="fixed-width table-group" id="tab2"><tr><td><table class="table"><colgroup><col style="width:9.08em"/><col style="width:8.53em"/><col style="width:8.90em"/></colgroup><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr class="thead"><td class="align_left">Predicted value/  <br/>Real value</td><td class="align_center">Positive Evolution</td><td class="align_center">Negative Evolution</td></tr><tr><td class="thead-hr" colspan="3"><hr/></td></tr><tr><td class="align_left">Positive Evolution</td><td class="align_center">39</td><td class="align_center">13</td></tr><tr><td class="align_left">Negative Evolution</td><td class="align_center">8</td><td class="align_center">49</td></tr><tr class="table-tr"><td colspan="3"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Classification results for next day speculation using Probit mode for 109 days.</div>

Applied Computational Intelligence and Soft Computing

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Table 2

Table 2: Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression 