Abstracting and IndexingРИНЦReferativny Zhurnal VINITI RAS Worldcat Google Scholar Online availableEastvieweLIBRARY.RU Biblioclub |
Holt - Vaga market assets analysis model development and implementation for capital market
Available online: 30 December 2013 Subject Heading: ECONOMIC-MATHEMATICAL MODELING JEL Classification:
The article is devoted to the development of high-yield trading strategies on financial markets. The model of the analysis of market assets of Holt is developed for increase of profitability - Vega who can be used as a superstructure to the trade strategy based on technical indicators. Results of the analysis of model showed its ability to increase overall performance of trade strategy, to reveal the perspective markets and the most attractive assets for tendering. Keywords: capital market, analysis of assets, modeling |
ISSN 2311-8725 (Online)
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