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Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions

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DOI: 10.4236/jmf.2013.32026    3,557 Downloads   5,652 Views   Citations


The algorithm of trade on the heavy tails of distributions of financial sequences is considered. Critical conditions and parameters for the implementation of win-win adviser are established. The algorithm subjected to the total testing the Forex market for the periods 1990-2012. The material is presented in the maximum available for non-mathematicians form.

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The authors declare no conflicts of interest.

Cite this paper

A. Avdeenko, "Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions," Journal of Mathematical Finance, Vol. 3 No. 2, 2013, pp. 268-274. doi: 10.4236/jmf.2013.32026.


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