Optimization Parameters of Trading System with Constant Modulus of Unit Return

Optimization Parameters of Trading System with Constant Modulus of Unit Return

The unit return is determined as the return in the quotation currency (QCR) per the unit of base exchange medium (BEM). The main purpose is to examine the applicability of a trading system with a constant modulus of unit return (CMUR). The CMUR system supports speculative operations related to the e...

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Bibliographic Details
Main Authors: Krzysztof Piasecki, Michał Dominik Stasiak
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Mathematics
Subjects:
speculative trading system
prediction table
financial effectiveness
Online Access:https://www.mdpi.com/2227-7390/8/8/1384

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https://www.mdpi.com/2227-7390/8/8/1384

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