Journal of Mathematical Finance
Volume 3, Issue 2 (May 2013)
ISSN Print: 2162-2434 ISSN Online: 2162-2442
Google-based Impact Factor: 0.87 Citations h5-index & Ranking
Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions ()
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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.
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