The Forex Market in Practice: A Computing Approach for Automated Trading Strategies

نویسندگان

چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Practice-Oriented Model Selection in Forex Market

Foreign exchange (FOREX) is required for transactions on current account (goods and services) and capital account (financial assets). In FOREX market, exchange rate is the key variable linking all prices in different countries. Traditionally, it is assumed that exchange rate is determined fundamentally by current account transactions in a long-term perspective (PPP) and by capital account trans...

متن کامل

Computing Global Strategies for Multi-Market Commodity Trading

The focus of this work is the computation of efficient strategies for commodity trading in a multi-market environment. In today’s "global economy" commodities are often bought in one location and then sold (right away, or after some storage period) in different markets. Thus, a trading decision in one location must be based on expectations about future price curves in all other relevant markets...

متن کامل

Autonomous Forex Trading Agents

In this paper we describe an infrastructure for implementing hybrid intelligent agents with the ability to trade in the Forex Market without requiring human supervision. This infrastructure is composed of three modules. The “Intuition Module”, implemented using an Ensemble Model, is responsible for performing pattern recognition and predicting the direction of the exchange rate. The “A Posterio...

متن کامل

the test for adverse selection in life insurance market: the case of mellat insurance company

انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...

15 صفحه اول

Trading strategies in the Italian interbank market

Using a data set which includes all transactions among banks in the Italian money market, we study their trading strategies and the dependence among them. We use the Fourier method to compute the variance-covariance matrix of trading strategies. Our results indicate that well defined patterns arise. Two main communities of banks, which can be coarsely identified as small and large banks, emerge...

متن کامل

ذخیره 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: International Journal of Economics & Management Sciences

سال: 2014

ISSN: 2162-6359,2162-6359

DOI: 10.4172/2162-6359.1000169