The price dynamics of common trading strategies

The price dynamics of common trading strategies

Hiển thị phiên bản (1) khác

A deterministic trading strategy can be regarded as a signal processing element that uses external information and past prices as inputs and incorporates them into future prices. This paper uses a market maker based method of price formation to study the price dynamics induced by several com...

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Chi tiết về thư mục
Những tác giả chính:	Farmer, J, Joshi, S
Định dạng:	Sách
Được phát hành:	2013

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