Buy, sell, or hold? A sense-making account of factors influencing trading decisions
نویسندگان
چکیده
منابع مشابه
Buy Low, Sell High: A High Frequency Trading Perspective
We develop a High Frequency (HF) trading strategy where the HF trader uses her superior speed to process information and to post limit sell and buy orders. We introduce a multi-factor self-exciting process which allows for feedback effects in market buy and sell orders and the shape of the limit order book (LOB). The model accounts for arrival of market orders that influence activity, trigger o...
متن کاملWhether to Sell or Hold a Stock
For a simple model of a stock, whose stock price is a geometric Brownian motion in which the drift rate changes back and forth between positive and negative values, optimal selling times are computed. An infinite optimal selling time meaning you should just hold the stock.
متن کاملWhat Factors Do Allied Health Take Into Account When Making Resource Allocation Decisions?
Background Allied health comprises multiple professional groups including dietetics, medical radiation practitioners, occupational therapists, optometrists and psychologists. Different to medical and nursing, Allied health are often organized in discipline specific departments and allocate budgets within these to provide services to a range of clinical areas. Little is known of how managers of ...
متن کاملGP-evolved Technical Trading Rules Can Outperform Buy and Hold
This paper presents a number of experiments in which GP-evolved technical trading rules outperform a buy-and-hold strategy on the S&P500, even taking into account transaction costs. Several methodology changes from previous work are discussed and tested. These include a complexity-penalizing factor, a fitness function that considers consistency of performance, and coevolution of a separate buy ...
متن کاملBuy Low, Sell High
We consider online trading in a single security with the objective of getting rich when its price ever exhibits a large upcrossing, without risking bankruptcy. We investigate payoff guarantees that are expressed in terms of the extremity of the upcrossings. We obtain an exact and elegant characterisation of the guarantees that can be achieved. Moreover, we derive a simple canonical strategy for...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Cogent Economics & Finance
سال: 2017
ISSN: 2332-2039
DOI: 10.1080/23322039.2017.1295618