3 citations · 7 across the 7 of their papers we have counts for
4 papers · 1 filter
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…
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…