<?xml version="1.0" encoding="ISO-8859-1"?><article xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<front>
<journal-meta>
<journal-id>1665-5346</journal-id>
<journal-title><![CDATA[Revista mexicana de economía y finanzas]]></journal-title>
<abbrev-journal-title><![CDATA[Rev. mex. econ. finanz]]></abbrev-journal-title>
<issn>1665-5346</issn>
<publisher>
<publisher-name><![CDATA[Instituto Mexicano de Ejecutivos de Finanzas A.C.]]></publisher-name>
</publisher>
</journal-meta>
<article-meta>
<article-id>S1665-53462019000400651</article-id>
<article-id pub-id-type="doi">10.21919/remef.v14i4.435</article-id>
<title-group>
<article-title xml:lang="en"><![CDATA[Huelum Trading System: A Low-Frequency Algorithm Proposal]]></article-title>
<article-title xml:lang="es"><![CDATA[Sistema de trading Huelum: una propuesta de algoritmo de baja frecuencia]]></article-title>
</title-group>
<contrib-group>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Jiménez Preciado]]></surname>
<given-names><![CDATA[Ana Lorena]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Cruz Aké]]></surname>
<given-names><![CDATA[Salvador]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
<contrib contrib-type="author">
<name>
<surname><![CDATA[Gurrola Ríos]]></surname>
<given-names><![CDATA[César]]></given-names>
</name>
<xref ref-type="aff" rid="Aff"/>
</contrib>
</contrib-group>
<aff id="Af1">
<institution><![CDATA[,Instituto Politécnico Nacional  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>Mexico</country>
</aff>
<aff id="Af2">
<institution><![CDATA[,Universidad Juárez del Estado de Durango  ]]></institution>
<addr-line><![CDATA[ ]]></addr-line>
<country>México</country>
</aff>
<pub-date pub-type="pub">
<day>00</day>
<month>12</month>
<year>2019</year>
</pub-date>
<pub-date pub-type="epub">
<day>00</day>
<month>12</month>
<year>2019</year>
</pub-date>
<volume>14</volume>
<numero>4</numero>
<fpage>651</fpage>
<lpage>669</lpage>
<copyright-statement/>
<copyright-year/>
<self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_arttext&amp;pid=S1665-53462019000400651&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_abstract&amp;pid=S1665-53462019000400651&amp;lng=en&amp;nrm=iso"></self-uri><self-uri xlink:href="http://www.scielo.org.mx/scielo.php?script=sci_pdf&amp;pid=S1665-53462019000400651&amp;lng=en&amp;nrm=iso"></self-uri><abstract abstract-type="short" xml:lang="en"><p><![CDATA[Abstract This paper aims to build a set of algorithmic trading strategies to capture the persistence of financial series. HUELUM Trading System is proposed to make algorithmic trading in a low-frequency environment and is tested with the Exchange Traded Fund (ETF) iShares NAFTRAC daily prices. HUELUM Trading System includes one mean and one trend technical analysis indicators which are compared to a buy &amp; hold strategy as a benchmark. The principal contribution of this work is that HUELUM Trading System can adapt to NAFTRAC, capturing its behavior, trends, and persistence or momentum. HUELUM is validated through a rolling walk forward and works with any security as long as it has Open, High Low Close (OHLC) prices. When we are ina market with little liquidity and deepness, HUELUM gives accurate buy and sell signals compared to a buy &amp; hold strategy and reduces potential equity losses.]]></p></abstract>
<abstract abstract-type="short" xml:lang="es"><p><![CDATA[Resumen El objetivo del presente trabajo es construir un conjunto de estrategias de trading para capturar la persistencia y memoria de series financieras. Se propone un sistema de trading de baja frecuencia llamado HUELUM, mismo que es probado con el Exchange Traded Fund (EFT) iShares NAFTRAC para precios diarios. La principal contribución de este trabajo es que el sistema de trading HUELUM tiene la capacidad de adaptarse al NAFTRAC, capturando su comportamiento, tendencia y persistencia. El sistema HUELUM es validado a través de un análisis de ventanas móviles, además de que funciona con cualquier activo financiero que registre precios de tipo apertura, máximo, mínimo y cierre (OHLC, por sus siglas en inglés). Cuando nos encontramos en un mercado con poca liquidez y profundidad, HUELUM proporciona señales precisas de compra y venta comparada con una estrategia de buy &amp; hold, asimismo, el sistema de trading propuesto permite la cobertura ante potenciales pérdidas de inversión.]]></p></abstract>
<kwd-group>
<kwd lng="en"><![CDATA[algorithmic trading]]></kwd>
<kwd lng="en"><![CDATA[low-frequency]]></kwd>
<kwd lng="en"><![CDATA[technical analysis]]></kwd>
<kwd lng="en"><![CDATA[HUELUM Trading System]]></kwd>
<kwd lng="en"><![CDATA[G10]]></kwd>
<kwd lng="en"><![CDATA[G12]]></kwd>
<kwd lng="en"><![CDATA[G14]]></kwd>
<kwd lng="es"><![CDATA[entrepreneurship]]></kwd>
<kwd lng="es"><![CDATA[global innovation index]]></kwd>
<kwd lng="es"><![CDATA[human talent]]></kwd>
<kwd lng="es"><![CDATA[search and matching with frictions]]></kwd>
<kwd lng="es"><![CDATA[J01]]></kwd>
<kwd lng="es"><![CDATA[J23]]></kwd>
<kwd lng="es"><![CDATA[J24]]></kwd>
<kwd lng="es"><![CDATA[M51]]></kwd>
<kwd lng="es"><![CDATA[O31]]></kwd>
</kwd-group>
</article-meta>
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