A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops (Q4620197)
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scientific article; zbMATH DE number 7015491
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| English | A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops |
scientific article; zbMATH DE number 7015491 |
Statements
A strategy based on mean reverting property of markets and applications to foreign exchange trading with trailing stops (English)
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8 February 2019
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automated trading strategy
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mean reversion on financial markets
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foreign exchange rates
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Ornstein-Uhlenbeck process
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0.7233365774154663
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0.7120882868766785
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0.710027277469635
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0.7043041586875916
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0.7031599283218384
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