The trading rectangle strategy within book models

DOI10.1016/S0378-4371(01)00405-8MaRDI QIDQ5949731zbMATH OpenOpenAlexFDO

Authors L. Matassini

Publication date 27 November 2001

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4371(01)00405-8

zbMATH Keywords

agent activity collectionorder insertiontime threshold

Mathematics Subject Classification ID

Trade models (91B60) Matching models (91B68)

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Cites work

• Introduction to Econophysics
• Learning the optimal trading strategy
• Nonlinear effects in a discrete-time dynamic model of a stock market.
• On financial markets trading
• Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed

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