Towards New Technical Indicators for Trading Systems and Risk Management
نویسندگان
چکیده
منابع مشابه
Towards New Technical Indicators for Trading Systems and Risk Management
We derive two new technical indicators for trading systems and risk management. They stem from trends in time series, the existence of which has been recently mathematically demonstrated by the same authors (A mathematical proof of the existence of trends in financial time series, Proc. Int. Conf. Systems Theory: Modelling, Analysis and Control, Fes, 2009), and from higher order quantities whic...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2009
ISSN: 1474-6670
DOI: 10.3182/20090706-3-fr-2004.00239