Fractal Profit Landscape of the Stock Market
نویسندگان
چکیده
منابع مشابه
Fractal Profit Landscape of the Stock Market
We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two variables, p and q Stocks are sold and bought if the log return is bigger than p and less than -q, respectively. Repetition of this simple strategy for a long time gives the profit defined in the ...
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ژورنال
عنوان ژورنال: PLoS ONE
سال: 2012
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0033960