Optimizing Automated Trading Systems

  • Alessandro BigiottiEmail author
  • Alfredo Navarra
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 850)


In 2016, more than the 80% of transactions in the Forex market (where the world’s currencies trade) have been directed by robots. The design of profitable automatic trading systems is becoming a challenging process. This requires a strong synergy of economists and computer scientists. Our aim is to provide an optimization framework for trading systems that starting from a generic strategy, enhances its performances by exploiting mathematical constraints. Moreover, the growth of new markets requires suitable solutions integrating computer science tools with economic analysis. In this work, we mainly refer to an emerging market known as Binary Options. Starting from basic strategies used every day in the stock markets by professional traders, we show how optimization issues enhance the outcoming performances. Tests on the optimized algorithms are conducted on both historical and real time data.


Trading system Algorithmic optimization Binary Options 



Special thanks go to Simone Ciancone for his expertise and useful discussions. The work has been supported in part by the GNCS-INdAM project 2018 “Anti-Social Networks”.


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Copyright information

© Springer Nature Switzerland AG 2019

Authors and Affiliations

  1. 1.Department of Mathematics and Computer ScienceUniversity of PerugiaPerugiaItaly

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