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

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  • A. M. Avdeenko
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    Abstract

    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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    File URL: http://arxiv.org/pdf/1111.5726
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    Bibliographic Info

    Paper provided by arXiv.org in its series Papers with number 1111.5726.

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    Date of creation: Nov 2011
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    Handle: RePEc:arx:papers:1111.5726

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    Web page: http://arxiv.org/

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