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Trading Strategy: Dynamical Models of Stock Prices Based on Technical Trading Rules

I came across this series of papers on IEEE transactions on fuzzy systems:

Dynamical Models of Stock Prices Based on Technical Trading Rules Part I: The Models
Dynamical Models of Stock Prices Based on Technical Trading Rules Part II: Analysis of the Models
Dynamical Models of Stock Prices Based on Technical Trading Rules Part III: Application to Hong Kong Stocks

The author (Professor Li-Xin Wang, http://www.ece.ust.hk/~eewang/) quitted his job as a tenured professor (with 1 million hkd annual salary) and made 100 million hkd using this model, according to his blog. Here is a blog (in Chinese) of the author:

http://blog.sciencenet.cn/home.php?mod=space&uid=2999994

Is there anybody interested in implementing this algorithm in Quantopian?

5 responses

Here is the link to Li-Xin Wang latest paper Modeling Stock Price Dynamics with Fuzzy Opinion Networks .pdf

Are you guys still working on this aligorithm?

For your information, recently Professor Li-Xin Wang released the Matlab code and the datasets:

http://blog.sciencenet.cn/home.php?mod=space&uid=2999994&do=blog&id=984338

Thank you Peter. I already incorporated some heuristics from part 1 to see if it is useful to create a good trading system.
It's quite fun to play around with it. Currently I am implementing part 3 to see if I get the same results as Prof. Wang, so this should be useful.

Is any one still working on it?