This paper is devoted to research the validity of options strategies with a particular emphasis on weekly options. The author proves that options, when traded successfully, could be better substitute than buying or selling underlying and good given volatility strategy well capitalised stocks give superb results. analysed simple using moving average bollinger bands US market. Then new capital al...

Genetic programming (GP) is increasingly investigated in finance and economics. One area of study is its use to discover effective rules for technical trading in the context of a portfolio of equities (or an index). Early work in this area used GP to find rules that were profitable, but were nevertheless outperformed by the simple “buy and hold” (B&H) strategy. Attempts since then tend to repor...

Service-Oriented Architecture (SOA) enables organisations to let their business drive their IT strategy, and creates a technology strategy that is aligned with that of the business. SOA is an architectural style that enables the integration of disparate systems, independent of the implementation technology or physical location, through encapsulating and integrating business processes as a colle...

One of the most critical design issues that developers face in electronic markets is that of the agents’ trading strategies. In this paper, we aim to examine the impact of trading strategies on the high-frequency Foreign Exchange market. In particular, our goal is to explore the emergence of the stylized facts (statistical properties) in the trading activity when the market is populated with ag...

In this paper we introduce a novel trading strategy for trading in continuous-double auctions for risky assets. The principle underlying our strategy is an optimising of the level of leverage using numerical methods. Previous studies have shown that similar strategies can perform well when tested against theoretical models of asset price processes such as geometric Brownian motion, or back-test...

Evidence suggests that predictabilities in asset class returns exist but transactions costs prevent exploiting them using individual securities. Extant research also shows that these relationships may by exploitable through the trading of mutual funds but fails to examine whether this relationship exists within an individual fund family. This paper finds that TIAA/CREF retirement annuities exhi...

We examine the optimal trading strategy for a CRRA investor who maximizes the expected utility of wealth on a finite date and faces transaction costs. Closed-form solutions are obtained when this date is uncertain. We then show a sequence of analytical solutions converge to the solution to the problem with a deterministic finite horizon. Consistent with the common life-cycle investment advice, ...

Distributed database is a collection of logically related databases that cooperate in a transparent manner. Query processing uses a communication network for transmitting data between sites. It refers to one of the challenges in the database world. The development of sophisticated query optimization technology is the reason for the commercial success of database systems, which complexity and co...

Co-integration models the long-term, equilibrium relationship of two or more related financial variables. Even if cointegration is found, in the short run, there may be deviations from the long run equilibrium relationship. The aim of this work is to forecast these deviations using neural networks and create a trading strategy based on them. A case study is used: co-integration residuals from A...