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

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  • A. M. Avdeenko

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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  • A. M. Avdeenko, 2011. "Multicurrency advisor based on the NSW model. Detailed description and perspectives," Papers 1111.5726, arXiv.org.
    • Handle: RePEc:arx:papers:1111.5726
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    File URL: http://arxiv.org/pdf/1111.5726
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    Cited by:

    1. A. M. Avdeenko, 2014. "Advisors and indicators based on the SSA models and non-linear generalizations," Papers 1406.4783, arXiv.org.

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