Results 121 to 130 of about 7,740,955 (377)
Time series momentum trading strategy and autocorrelation amplification
, 2015 This paper investigates why general Moving Average (MA) trading rules are widely used by technical analysts and others. We assume general stationary processes for prices and we derive the autocorrelation function for an MA trading rule.
K. Hong, S. Satchell
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.This perspective article explores an innovative powder metallurgical approach to producing high‐nitrogen steels by utilizing a mixture of stainless steel and Si3N4. This mixture undergoes hot isostatic pressing followed by direct quenching. The article also examines adapting this method to laser powder bed fusion (PBF‐LB/M) to overcome nitrogen ...
Louis Becker +5 more
wiley +1 more source
Confidence and Investors' Reliance on Disciplined Trading Strategies [PDF]
, 2000 Mark W. Nelson +2 more
openalex +2 more sources
A trading strategy for industrial CHPs on multiple power markets
, 2014 SUMMARY In this paper, we propose an optimal bidding strategy for industrial combined heat and power (CHP) installations selling their power on multiple markets.
F. Ridder, B. Claessens
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.Characterizations of the expanse of processes parameter combinations that can be used to minimize cracking and porosity while optimizing crystallization and hardness are used to assess laser processing of four glass‐forming alloys. The set of viable alloys for laser additive manufacturing is not the same as for suction casting; some alloys are common ...
Soumya Mohan +3 more
wiley +1 more source
Options and Efficiency in Multiperiod Security Markets [PDF]
We extend the result of Ross (1976) that European options generate complete markets from the single-period to a multiperiod setting. We find that multiperiod European options on a trading strategy generate dynamic completeness for every arbitrage-free ...
Alexandre Baptista
core
Using Option Strategies in Trading
Procedia - Social and Behavioral Sciences, 2014 AbstractThis article is focused on trading stocks and improvement of long and short positions in case of negative stock's price development. For this purpose, we use Vertical Ratio Call Spread and Vertical Ratio Put Spread option strategies. We also show in theory and in practice as well the ways of creating these option strategies and their usage for ...
openaire +2 more sources
Complex stock trading strategy based on Particle Swarm Optimization
IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2012 Trading rules have been utilized in the stock market to make profit for more than a century. However, only using a single trading rule may not be sufficient to predict the stock price trend accurately.
Fei Wang, P. Yu, D. Cheung
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.In this manuscript, the processability of X2CrNiMo17‐12‐2 powder coated with silicon carbide, silicon, and silicon nitride nanoparticles is investigated. The amount of nanoparticles varies from 0.25 to 1 vol%. By coating the powder feedstock material with nanoparticles, an enlargement of the process window and an increase in the build rate are achieved.
Nick Hantke +5 more
wiley +1 more source
Optimal Trading Strategy and Supply/Demand Dynamics [PDF]
The supply/demand of a security in the market is an intertemporal, not a static, object and its dynamics is crucial in determining market participants' trading behavior.
Anna Obizhaeva, Jiang Wang
core