首页>
外国专利>
Method of optimal informed trading with limited competition
Method of optimal informed trading with limited competition
展开▼
机译:具有有限竞争的最优知情交易方法
展开▼
页面导航
摘要
著录项
相似文献
摘要
An improved optimization method for maximizing the profit available to an informed securities or commodities trader as a result of unique information known by the trader about a traded unit which enables the trader to formulate the true per-unit value the security or commodity whereby the effect on the market parameters of a given trading period had by the trader's future trade activity when the trader has knowledge of the specific probabilities that the trader will engage in trade activity during at least one subsequent trading period is taken into account for any set of such probabilities having constituents greater than 0% and at least one constituent less than 100%.
展开▼