Multicurrency advisor based on the NSW model. Detailed description and perspectives
Portfolio Management
2011-11-28 v1
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.
Cite
@article{arxiv.1111.5726,
title = {Multicurrency advisor based on the NSW model. Detailed description and perspectives},
author = {A. M. Avdeenko},
journal= {arXiv preprint arXiv:1111.5726},
year = {2011}
}