Abstract

To create profits, traders must time the market correctly and enter and exit positions at ideal times. Finding the optimal time to enter the market can be quite daunting. The soybean market can be volatile and complex. Weather, sentiment, supply, and demand can all affect the price of soybeans. Traders typically use either fundamental analysis or technical analysis to predict the market for soybean futures' contracts. Every agricultural future's contract or security contract is different in its nature, volatility, and structure. Therefore, the purpose of this research is to optimize the moving average convergence divergence parameter values from traditionally used integers, to values that optimize the profit of the soybean market.

Meeting Name

Complex Adaptive Systems (2015: Nov. 2-4, San Jose, CA)

Department(s)

Engineering Management and Systems Engineering

Keywords and Phrases

Adaptive systems; Agriculture; Algorithms; Commerce; Genetic algorithms; Integer programming; Profitability; Agricultural futures; Fundamental analysis; MACD; Moving averages; Optimal time; Soybean futures; Technical analysis; Technical trading; Electronic trading

International Standard Serial Number (ISSN)

1877-0509

Document Type

Article - Conference proceedings

Document Version

Final Version

File Type

text

Language(s)

English

Rights

© 2015 The Authors, All rights reserved.

Creative Commons Licensing

Creative Commons License
This work is licensed under a Creative Commons Attribution-Noncommercial-No Derivative Works 4.0 License.

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