Exploring Trading Strategies and their Effects in the Foreign Exchange Market

One of the most critical issues that developers face in developing automatic systems for electronic markets is that of endowing the agents with appropriate trading strategies. In this article, we examine the problem in the foreign exchange (FX) market, and we use an agent-based market simulation to examine which trading strategies lead to market states in which the stylized facts (statistical properties) of the simulation match those of the FX market transactions data.

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اشترك ب KSU Faculty آر.إس.إس