The purpose of this qualitative case study was to conduct an in-depth analysis the potential Forex Trading and investing in developing financial resiliency among employees Engineering Consultancy Firm Philippines. This is a single 10 company that were interviewed regarding forex trading as means attain resiliency. Qualitative data for gathered through one-session, semi-structured interviews, fo...

For a long time moving averages has been used for a financial data smoothing. It is one of the first indicators in technical analysis trading. Many traders debated that one moving average is better than others. As a result a lot of moving averages have been created. In this empirical study we overview 19 most popular moving averages, create a taxonomy and compare them using two most important f...

We present a variance drift adjusted version of the Heston model which leads to a significant improvement of the market volatility surface fitting (compared to Heston). The numerical example we performed with recent market data shows a significant reduction of the average absolute calibration error 1 (calibration on 12 dates ranging from Sep. 19 to Oct. 17 2011 for the FOREX underlying EURUSD)....

In this paper we investigate prediction based trading on financial time series assuming general AR(J) models. A suitable nonlinear estimator for predicting the future values will be provided by a properly trained FeedForward Neural Network (FFNN) which can capture the characteristics of the conditional expected value. In this way, one can implement a simple trading strategy based on the predict...

A large set of daily FOREX time series is analyzed. The corresponding correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base currencies. The triangle rule is interpreted as constraints reducing the number of independent returns. The CM spectrum is computed and compared with the cases of shuffled currencies and a fictitious random currency taken as a base currency. The M...