Article
Эффективность торговых стратегий мелких трейдеров
Проблемы управления. 2014. № 5. С. 34-41.
Simulation models of stock exchange are developed to explore the dependence between trader’s ability to predict future price change and her wealth and probability of bankruptcy. The paper shows that for the case of cautious behavior (i.e. absence of margin trading) the rate of successful predictions should be just slightly higher than 0,5 and such small value explains why so many people try to trade on the stock exchange.
Publication based on the results of:
Theoretical and numerical study of advanced mathematical models in the social, economic, political and financial fields(2014)
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