The trading rectangle strategy within book models

DOI10.1016/S0378-4371(01)00405-8zbMath0986.91027OpenAlexW2049614645MaRDI QIDQ5949731

Lorenzo Matassini

Publication date: 27 November 2001

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(01)00405-8

zbMATH Keywords

agent activity collectionorder insertiontime threshold

Mathematics Subject Classification ID

Trade models (91B60) Matching models (91B68)

Cites Work

• Synergetics. An introduction. Nonequilibrium phase transitions and self-organization in physics, chemistry, and biology. 3rd rev. and enl. ed
• Nonlinear effects in a discrete-time dynamic model of a stock market.
• On financial markets trading
• Introduction to Econophysics
• Learning the optimal trading strategy

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