Are Random Trading Strategies More Successful than Technical Ones?
| LEADER | naa a22 4500 | ||
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| 001 | 528785117 | ||
| 005 | 20180924065518.0 | ||
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| 008 | 180924e20130711xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.3929/ethz-b-000070237 |2 doi |
| 024 | 7 | 0 | |a 10.1371/journal.pone.0068344 |2 doi |
| 035 | |a (ETHRESEARCH)oai:www.research-collecti.ethz.ch:20.500.11850/70237 | ||
| 245 | 0 | 0 | |a Are Random Trading Strategies More Successful than Technical Ones? |h [Elektronische Daten] |c [Alessio Emanuele Biondo, Alessandro Pluchino, Andrea Rapisarda, Dirk Helbing] |
| 246 | 0 | |a PLoS ONE | |
| 506 | |a Open access |2 ethresearch | ||
| 520 | 3 | |a In this paper we explore the specific role of randomness in financial markets, inspired by the beneficial role of noise in many physical systems and in previous applications to complex socio-economic systems. After a short introduction, we study the performance of some of the most used trading strategies in predicting the dynamics of financial markets for different international stock exchange indexes, with the goal of comparing them to the performance of a completely random strategy. In this respect, historical data for FTSE-UK, FTSE-MIB, DAX, and S & P500 indexes are taken into account for a period of about 15-20 years (since their creation until today). | |
| 540 | |a Creative Commons Attribution 3.0 Unported |u http://creativecommons.org/licenses/by/3.0 |2 ethresearch | ||
| 700 | 1 | |a Biondo |D Alessio Emanuele |e joint author | |
| 700 | 1 | |a Pluchino |D Alessandro |e joint author | |
| 700 | 1 | |a Rapisarda |D Andrea |e joint author | |
| 700 | 1 | |a Helbing |D Dirk |e joint author | |
| 773 | 0 | |t PLoS ONE |d Lawrence, KS, USA : Public Library of Science |g 8 (7), p. e68344 |x 1932-6203 | |
| 856 | 4 | 0 | |u http://hdl.handle.net/20.500.11850/70237 |q text/html |z WWW-Backlink auf das Repository (Open access) |
| 908 | |D 1 |a Journal Article |2 ethresearch | ||
| 950 | |B ETHRESEARCH |P 856 |E 40 |u http://hdl.handle.net/20.500.11850/70237 |q text/html |z WWW-Backlink auf das Repository (Open access) | ||
| 950 | |B ETHRESEARCH |P 700 |E 1- |a Biondo |D Alessio Emanuele |e joint author | ||
| 950 | |B ETHRESEARCH |P 700 |E 1- |a Pluchino |D Alessandro |e joint author | ||
| 950 | |B ETHRESEARCH |P 700 |E 1- |a Rapisarda |D Andrea |e joint author | ||
| 950 | |B ETHRESEARCH |P 700 |E 1- |a Helbing |D Dirk |e joint author | ||
| 950 | |B ETHRESEARCH |P 773 |E 0- |t PLoS ONE |d Lawrence, KS, USA : Public Library of Science |g 8 (7), p. e68344 |x 1932-6203 | ||
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B ETHRESEARCH |F ETHRESEARCH |b ETHRESEARCH |j Journal Article |c Open access | ||