This Palgrave Pivot innovatively combines new methods and approaches to building dynamic trading systems to forecast future price direction in todays increasingly difficult and volatile financial markets. The primary purpose of this book is to provide a structuredcourse for building robust algorithmic trading models that forecast future price direction.

Chan provides insider information and insights on trading strategies; her knowledge and experience has been gained over two decades as a trader in foreign exchange, stock and derivatives markets. She guides the reader to build, evaluate, and test the predictive ability and the profitability of abnormal returns of new hybrid forecasting models.