Multicurrency advisor based on the NSW model. Detailed description and perspectives

Flexible algorithm of multicurrency trade on Forex market has been built on the grounds of non-linear stochastic wavelets (NSW) model. Probability of the loss-free trade has been evaluated. Results of the algorithm's real-time testing and issues of the algorithm's development are discussed...

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Bibliographic Details
Main Author:	Avdeenko, A. M
Format:	Journal Article
Language:	English
Published:	24-11-2011
Subjects:	Quantitative Finance - Portfolio Management
Online Access:	Get full text
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Summary:	Flexible algorithm of multicurrency trade on Forex market has been built on the grounds of non-linear stochastic wavelets (NSW) model. Probability of the loss-free trade has been evaluated. Results of the algorithm's real-time testing and issues of the algorithm's development are discussed.
DOI:	10.48550/arxiv.1111.5726