Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions ()
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.
Share and Cite:
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.
Conflicts of Interest
The authors declare no conflicts of interest.
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