3 citations · 7 across the 7 of their papers we have counts for
7 papers
Trading Strategies with Position Limits
Valerii Salov
Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the number…
The Wandering of Corn
Valerii Salov
Time and Sales of corn futures traded electronically on the CME Group Globex are studied. Theories of continuous prices turn upside down reality of intra-day trading. Prices and th…
The Role of Time in Making Risky Decisions and the Function of Choice
Valerii Salov
The prospects of Kahneman and Tversky, Mega Million and Powerball lotteries, St. Petersburg paradox, premature profits and growing losses criticized by Livermore are reviewed under…
"The Gibbon of Math History". Who Invented the St. Petersburg Paradox? Khinchin's resolution
Valerii Salov
A sentence from Carl Boyer's A History of Mathematics can be interpreted so that the full brothers Nicolaus II (02/06/1695 - 07/31/1726) and Daniel Bernoulli (02/08/1700 - 03/17/17…
Optimal Trading Strategies as Measures of Market Disequilibrium
Valerii Salov
For classification of the high frequency trading quantities, waiting times, price increments within and between sessions are referred to as the a-, b-, and c-increments. Statistics…
Inevitable Dottie Number. Iterals of cosine and sine
Valerii Salov
The unique real root of cos(x) = x, recently referred to as the Dottie number, is expressed as an iteral of cosine. Using the derivatives of iterals, it is shown why this number is…
Notation for Iteration of Functions, Iteral
Valerii Salov
A new mathematical notation is proposed for the iteration of functions. It facilitates the application of the iteration of functions in mathematical and logical expressions, defini…