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News Data's Impact on Trading Decisions

The paper suggests a reinforcement learning approach for high-frequency algorithmic trading in futures market using news and price data, tested on the NIFTY 50 index.

Featured in No. 14 on 30 Aug 2023 · 5 days after release

Released
25 Aug 2023
First featured
No. 14 · 30 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4551629

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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