Entropy Variations of Multi-Scale Returns of Optimal and Noise Traders Engaged in “Bucket Shop Trading”
In this paper a comparative, coarse grained, entropy data analysis of multi-scale log-returns distribution, produced by an ideal “optimal trader” and one thousand “noise traders” performing “bucket shop” trading, by following four different financial daily indices, is presented. A sole optimal trade...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-01-01
|
| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/10/2/215 |