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

Table 6

USD/JAY investment results using Random Forest, Probit model, and the proposed system over 17 weeks.

	Number of daily; investments/119	Number of positive investments	Final results
Probit regression	63	43	30$
Random Forest	61	46	1307$
Proposed system	51	41	3238$