This study examines the interdependent trading behaviour of investors in foreign and local contexts with a particular reference to Colombo Stock Exchange (CSE) Sri Lanka fill up gap literature regarding behavioural aspects independence among within their investment policies, procedures, actions. Based on secondary data collected from statistical sample drawn daily statistics CSE, covering both ...

Financial trading has been described as ‘‘technological warfare’’. Whether or not you believe the metaphor, trading systems certainly involve a tremendous need for highly reliable, interruption free, real-time data. Real-time, in this case, means presented accurately and without delay. Current practice of medium to large trading floors often involves Unix based workstations and significant atte...

Foreign exchange trading carries a high level of risk, so risk management is essential. This study aims to determine the foreign and application in trading. The research was conducted at PT Monex Investindo Futures Jakarta. method used qualitative descriptive method. Based on results study, it found that forex unexpected changes cause market conditions reverse direction, this can be due economi...

We show that if we allow general admissible integrands as trading strategies the three dimensional Bessel process Bes admits arbitrage possibilities This is in contrast with the fact that the inverse process is a local martingale and hence is arbitrage free This leads to some economic interpretation for the analysis of the property of arbitrage in foreign exchange rates This notion relative to ...

This paper investigates the predictability of spot foreign exchange rate returns from past buy-sell signals of the simple technical trading rules by using the nearest neighbors and the feedforward network regressions. The optimal choices for nearest neighbors, hidden units in a feedforward network and the training set are determined by the cross validation method which minimizes the mean square...