Can online trading algorithms beat the market? An experimental evaluation

Javeria Iqbal, Iftikhar Ahmad & Günter Schmidt
From experimental evaluation, we reasonably infer that online trading algorithms can beat the market. We consider the scenario of trading in financial market and present an extensive experimental study to answer the question "Can online trading algorithms beat the market?". We evaluate the selected set of online trading algorithms on DAX30 and measure the performance against buy-and-hold strategy. In order to compute the experimentally achieved competitive ratio, we also compare the set of algorithms against...