𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Trading billions in foreign exchange

✍ Scribed by Tying, Ed

Book ID
112220196
Publisher
Wiley (John Wiley & Sons)
Year
1963
Weight
197 KB
Volume
5
Category
Article
ISSN
0020-6652

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πŸ“œ SIMILAR VOLUMES

TRADING IN FOREIGN EXCHANGE
TRADING IN FOREIGN EXCHANGE
✍ TIFFANY HUTCHESON πŸ“‚ Article πŸ“… 2001 πŸ› Economic Society of Australia 🌐 English βš– 728 KB
Foreign exchange trading models and mark
Foreign exchange trading models and market behavior
✍ Ramazan GenΓ§ay; Michel Dacorogna; Richard Olsen; Olivier Pictet πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 209 KB

The contributions of this paper are twofold. First, the performance of a widely used commercial real-time trading model is compared with a simple exponential moving average model. Second, the trading models are used as diagnostic tools to evaluate the statistical properties of foreign exchange rates