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

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

2011-11-24

arxiv.org/abs/1111.5726v1

Economy

Quantitative Finance

Portfolio Management

Scientific paper

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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