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International Journal of Recent Technology and Engineering (IJRTE), 2019
There are many trading strategies in the modern economy. When a company needs to use some strategy, it is not simple to choose the right direction. This paper helps to understand the most effective strategies in the market for traders and companies, its advantages and disadvantages, prepares to be ready for different consequences of existing strategies, to define the most appropriate strategy for the specific company and offers the ways to improve its effectiveness.
European Journal of Operational Research, 1995
2011
Abstract: Unlike financial forecasting, trend following (TF) doesn't predict any market movement; instead it identifies a trend at early time of the day, and trades automatically afterwards by a pre-defined strategy regardless of the moving market directions during run time. Trend following trading has a long and successful history among speculators. The traditional TF trading method is by human judgment in setting the rules (aka the strategy). Subsequently the TF strategy is executed in pure objective operational manner.
arXiv: General Finance, 2017
Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the numbers of strategies, transactions, do nothing actions are derived. A discrete distribution of actions, corresponding probability mass, cumulative distribution and characteristic functions, moments, extreme values are presented. Strategies time slice distributions are determined. Vector properties of trading strategies are studied. Algebraic not associative, commutative, initial magmas with invertible elements control trading positions and strategies. Maximum profit strategies, MPS, and optimal trading elements can define trading patterns. Dynkin introduced the term interpreted in English as "Markov time" in 1963. Neftci applied it for the formalization of Technical Analysis in 1991.
2008
In the years following the publication of Black and Scholes [7], numerous alternative models have been proposed for pricing and hedging equity derivatives. Prominent examples include stochastic volatility models, jump diffusion models, and models based on Levy processes. These all have their own shortcomings, and evidence suggests that none is up to the task of satisfactorily pricing and hedging extremely
CFD Open Series, 2022
Computational fluid dynamics, usually abbreviated as CFD, is a branch of fluid mechanics that uses numerical analysis and algorithms to solve and analyze problems that involve fluid flows. Computers are used to perform the calculations required to simulate the interaction of liquids and gases with surfaces defined by boundary conditions. With high-speed supercomputers, better solutions can be achieved. Ongoing research yields software that improves the accuracy and speed of complex simulation scenarios such as transonic or turbulent flows. Initial experimental validation of such software is performed using a wind tunnel with the final validation coming in full-scale testing, e.g. flight tests. In design and development, CFD programs are now considered to be standard numerical tools which predict not only fluid flow behavior, but also the transfer of heat, mass (such as in perspiration or dissolution), phase change (such as in freezing, melting or boiling), chemical reaction (such as combustion or rusting), mechanical movement (such as an impeller turning, pistons, fans or rudders) and stress or deformation of related solid structures (such as a mast bending in the wind). Furthermore, CFD has been applied to deal with problems in environment and architecture.
Review of Financial Studies, 1997
G. DOTI (a cura di), Porti minori Un patrimonio da riconquistare nel medio Adriatico, 2021
Il contributo analizza gli interventi e i progetti per i porti del medio Adriatico tra XVIII e XIX secolo attraverso i documenti dell'Archivio di Stato di Roma.
Gospodarka Surowcami Mineralnymi - Mineral Resources Management, 2013
IAIN Palangka Raya, 2018
Nueva Epigrafía Funeraria de Augusta Emerita (NEFAE): Tituli sepulcrales urbanos (ss. I-VII) y su contexto arqueológico (Memoria: Monografías Arqueológicas de Mérida, 1). Mérida: Consorcio de la Ciudad Monumental de Mérida / Diputación Provincial de Badajoz. lxiii + 569 pp., 2019
Spectacle, Entertainment, and Recreation in Late Ottoman and Early Turkish Republican Cities, 2023
Cognitive Linguistics and Second Language Acquisition of Chinese, 2024
La Perfoconferencia Demasiada libertad sexual les convertirá en terroristas, estrategia escénica política entre la información y la entretención, 2024
Seminar: History of Mālikism through the Manuscript Tradition, 2023
Вісник науки та освіти, 2023
Management Research: Journal of the Iberoamerican Academy of Management, 2019
Biochimica et Biophysica Acta (BBA) - Biomembranes, 2019
Investigação Qualitativa em Ciências Sociais: Avanços e Desafios // Investigación Cualitativa en Ciencias Sociales: Avances y Desafíos, 2021
Environmental Science and Pollution Research, 2019