Entropy Oriented Trading: A Trading Strategy Based on the Second Law of Thermodynamics

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dc.creatorHirai, Yoichi
dc.date2007-05-21
dc.date.accessioned2026-07-07T12:05:14Z
dc.date.available2026-07-07T12:05:14Z
dc.descriptionThe author proposes a finance trading strategy named Entropy Oriented Trading and apply thermodynamics on the strategy. The state variables are chosen so that the strategy satisfies the second law of thermodynamics. Using the law, the author proves that the rate of investment (ROI) of the strategy is equal to or more than the rate of price change.
dc.description3 pages
dc.identifierhttps://arxiv.org/abs/0705.2820
dc.identifierhttp://arxiv.org/abs/0705.2820
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208322
dc.subjectTrading and Market Microstructure
dc.subjectPopular Physics
dc.subjectPhysics and Society
dc.titleEntropy Oriented Trading: A Trading Strategy Based on the Second Law of Thermodynamics
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