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Some Models of Exchange Trading in High-Risk Financial Markets.
- Source :
-
Cybernetics & Systems Analysis . Jul2019, Vol. 55 Issue 4, p661-666. 6p. - Publication Year :
- 2019
-
Abstract
- High-risk financial markets are considered in which transactions with financial instruments without reservation are conducted. The following risk-free trading strategies with a guaranteed profitability or loss are analyzed: scalping, spoofing, flipping, and scalping with hedging. A mathematical model is constructed for them. Examples of calculations performed by the obtained algorithms in the process of option trading are given. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10600396
- Volume :
- 55
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Cybernetics & Systems Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 151917533
- Full Text :
- https://doi.org/10.1007/s10559-019-00175-y