Dyudin M.S.Krasnodar Branch of Financial University under Government of Russian Federation, Krasnodar, Russian Federation diudin.m@yandex.ru
Importance Swing trading aims to money making from deals lasting from one day to several weeks. Unlike day-trading, during this time in addition to stochastics, deterministic regularity has a great impact. Objectives The paper aims to develop mathematical methods for measuring the profitability and risk of stock trade, taking into account the partly deterministic nature of the stock dynamics. Methods I used the methods of fractal mathematics and non-linear dynamics. Results The paper proposes to measure the risk of stock asset by a random component of its dynamics instead of the theoretical-probabilistic estimates and measure the yield by the range and average length of the aperiodic cycles. Conclusions The proposed quantitative estimates of the profitability and risk of stock trade in terms of fluctuations provide more complete information on price developments relative to the existing probability rates.
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