A simple algorithm based on fluctuations to play the market

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dc.creatorGil, L.
dc.date2007-05-15
dc.date.accessioned2026-07-07T12:10:22Z
dc.date.available2026-07-07T12:10:22Z
dc.descriptionIn Biology, all motor enzymes operate on the same principle: they trap favourable brownian fluctuations in order to generate directed forces and to move. Whether it is possible or not to copy one such strategy to play the market was the starting point of our investigations. We found the answer is yes. In this paper we describe one such strategy and appraise its performance with historical data from the European Monetary System (EMS), the US Dow Jones, the german Dax and the french Cac40.
dc.description8 pages 14 figures
dc.identifierhttps://arxiv.org/abs/0705.2097
dc.identifierhttp://arxiv.org/abs/0705.2097
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/209919
dc.subjectPortfolio Management
dc.subjectData Analysis, Statistics and Probability
dc.subjectPhysics and Society
dc.titleA simple algorithm based on fluctuations to play the market
dc.typetext

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