Foreign exchange trading models and market behavior

Article Abstract:

The performance of a widely used commercial real-time trading (RTT) model is compared with a simple exponential moving average (EMA) model. The trading models are used as diagnostic tools in order to evaluate the statistical properties of foreign exchange rates.

United States, Forecasts, trends, outlooks, Analysis, Forecasts and trends, Market trend/market analysis, Foreign exchange market

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Evolutionary dynamics of currency substitution

Article Abstract:

The agent-based econometric model finds that, in a free market between two countries, money goes to the country with the larger deficit. Eventually equilibrium occurs and results in a situation similar to that where an economy has one currency.

Canada, Administration of General Economic Programs, Economic Statistics & Research, Statistical Data Included, Balance of payments, Economic conditions, Money

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Statistical properties of genetic learning in a model of exchange rate

Article Abstract:

The genetic algorithm is used to study time series of exchange rate data from an environment where savings and portfolio decisions are made.

Usage, Prices and rates, Algorithms

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