Development of Algorithmic Trading System Based on Machine Learning

Student: Vzdorov Aleksey

Educational Programme: Business Informatics (Bachelor)

Year of Graduation: 2019

Stock markets and asset trading are quite common nowadays. Trading opportunities are becoming more and more popular among greater scope of economic agents and the development of information technologies is forcing asset trading to be very accessable for not only finance professionals but for other agents as well. Algorithmic trading is well known for its stability in terms of return and risk. This research is mainly focusing on analysis and optimization of portfolio of financial assets with algorithmic approach and elements of statistical and modern machine learning. Machine learning and neural network play a huge role in portfolio optimization and are able to enhance portfolio returns for the same amount of risk. Results of this paper cover suggestion of algorithmic approach for asset trading and portfolio optimization with elements of modern machine learning approaches.

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