ABSTRACT
Forecasting market behaviour has always been at the centre of scientific research by academics, financial and government institutions, investors, market speculators and practitioners. This task has proven to be extremely challenging and controversial due to the noisy and non-stationary nature of financial time series, especially in periods of economic turmoil. In order to quantify the results of financial forecasts in practical market terms, the abovementioned parties combine their forecasting methods with sets of rules regarding trade orders and capital management. These rules are called trading strategies. This chapter attempts to present a general survey of the trading rules originating from the technical market approach and link them with their modern automated equivalents and trading systems.
