Strategii de tranzacţionare bazate pe algoritmi în piaţa monetară
Algorithm-based trading strategies in the money market
Author(s): Mihai-Cosmin NeaguSubject(s): Economy, Business Economy / Management, Financial Markets
Published by: EDITURA ASE
Keywords: algorithmic trading; exchange rate; financial markets; technical analysis; Monte Carlo simulation; bootstrapping;
Summary/Abstract: In this paper I will analyze how the technological impact has led to the digitalization of financial markets in order to maximize profit and utility through different types of algorithms. The algorithm used in the paper is based on a system that combines the most important 28 monetary financial instruments in a system similar to the clock mechanism, being in a close connection with each other. Finally, I will make a comparison between the analyzed algorithm and other conventional algorithms.
Journal: Colecția de working papers "ABC-ul Lumii Financiare"
- Issue Year: 2019
- Issue No: 8
- Page Range: 419-426
- Page Count: 8
- Language: Romanian