A trading strategy is merely a technique that determines the criteria under which securities can be purchased or sold in a financial market. When it comes to trading strategy, there are two strategies that are commonly used, technical analysis and fundamental analysis. This paper shows a bibliometric analysis of the publications related to trading strategies. The objective is to ascertain and evaluate the contribution of the past studies in the financial trading strategy domain. According to findings, the emerging research themes in recent years in financial trading strategies are systematic computerized strategies such as machine learning. This report also evaluates a citation and co-citation analysis. The authors have examined the most influential research papers, authors, institutions, and journals. A dataset of 328 journals got extracted from Scopus through a bibliometric approach (for the period: 2001-2021). This bibliometric analysis has got supplemented by network analysis using “Visualization of similarities, (VOS) viewer” software. This data analysis could serve as a starting point for future researchers.
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In-Text Citation: (Shafie & Yaacob, 2022)
To Cite this Article: Shafie, M. F., & Yaacob, M. H. (2022). Global Financial Trading Strategies: A Bibliometric Analysis of the Indexed Publications in Scopus between 2001 – 2021. International Journal of Academic Research in Business and Social Sciences, 12(2), 157–175.
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