一个新的交易算法与金融应用

IF 3.2 Q1 BUSINESS, FINANCE
Guillermo Peña
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引用次数: 4

摘要

正如最近发现的那样,引力方程是一个有用的交易工具,也适用于金融服务。本文试图将这些服务的现代引力方程理论应用于新的贸易理论,包括双边贸易和多边贸易,以及供需双方,找到贸易需求和供给的明确表达。本文还通过考虑两国之间较低的运输成本,对一些基于互联网的服务进行了解释。提出的交易算法是交易发展和评估国际贸易的关键,也是金融的关键,它考虑了拟议的金融交易的供给和需求之间的中点,而不是买入价和卖出价之间的中点。这实现了国际贸易的良好契合和金融贸易的alpha。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A new trading algorithm with financial applications
The gravity equation is a useful tool for trading, but also for financial services as recently found. This paper tries to adapt modern theories of gravity equation for these services to a novel theory on trading, for both bilateral and multilateral trade, and supply and demand sides, finding an explicit expression of demand and supply of trade. This paper also includes an explanation of some Internet-based services by considering less transport costs between both countries. The proposed trading algorithm is key for trading development and for evaluating international trade, but also for finance, taking into account the midpoint between the proposed supply and demand of financial transactions, instead of the midpoint between bid and ask prices. This achieves a good fit for international trade and an alpha for financial trading.
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来源期刊
CiteScore
0.30
自引率
1.90%
发文量
14
审稿时长
12 weeks
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