A probabilistic analysis of the trading the line strategy (Q3605224)
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scientific article; zbMATH DE number 5509827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A probabilistic analysis of the trading the line strategy |
scientific article; zbMATH DE number 5509827 |
Statements
A probabilistic analysis of the trading the line strategy (English)
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23 February 2009
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binomial model
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cumulative sum procedure
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financial securities
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geometric random walk
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long position
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short position
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SPRT
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trailing stops strategy
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trinomial model
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0.7932814359664917
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0.785869836807251
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0.7045243978500366
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0.6996347308158875
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