Math in finance or vice versa

Archive for December 2010

Mixing up Fx and Stocks

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Anybody can find enormous amount of books about stocks trading but all of Forex books give an expression of spurious market: plain old strategies, positive only examples of profit-loss calculations etc. It’s easy to get impressed as well as to get depressed by results of trading.

I want to explore how we could apply stock strategies to foreign exchange markets. Vast majority of stock strategies should be adopted to turbulent dynamic of Forex markets.

The nearest future is:

  1. Define the common trading task in a precise, mathematical way – this is the starting point.
  2. Monte Carlo methods for optimization and trading experiments.
  3. Simple strategy emulations on model processes

I do hope the list will be continued.

Written by fxpaul

December 27, 2010 at 20:56

Posted in Uncategorized

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