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

¹ The National Research Technological University, Moscow, Russia

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.

KeywordsHeavy TailsForex MarketAdviser

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

Abstract

References (8)