Advisors and indicators based on the SSA models and non-linear generalizations (1406.4783v1)

Published 18 Jun 2014 in q-fin.PM and q-fin.ST

Abstract: This paper considers method of creation of an advisor and indicator based on the spectral stochastic analysis model, both with linear and non-linear approximation. The problem of entrance to one or another trade position is solved on the basis of combined analysis of dynamics of quotations of all currency pairs, what allows to actively hedge open positions.

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Authors (1)

A. M. Avdeenko

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