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Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions

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DOI: 10.4236/jmf.2013.32026    3,484 Downloads   5,538 Views   Citations

ABSTRACT

The algorithm of trade on the heavy tails of distributions of financial sequences is considered. Critical conditions and parameters for the implementation of win-win adviser are established. The algorithm subjected to the total testing the Forex market for the periods 1990-2012. The material is presented in the maximum available for non-mathematicians form.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

A. Avdeenko, "Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions," Journal of Mathematical Finance, Vol. 3 No. 2, 2013, pp. 268-274. doi: 10.4236/jmf.2013.32026.

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