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A new trading algorithm with financial applications
Quantitative Finance and Economics ( IF 3.2 ) Pub Date : 2020-01-01 , DOI: 10.3934/qfe.2020027
Guillermo Peña ,

The gravity equation is a useful tool for trading, but also for financial services as recently found. This paper tries to adapt modern theories of gravity equation for these services to a novel theory on trading, for both bilateral and multilateral trade, and supply and demand sides, finding an explicit expression of demand and supply of trade. This paper also includes an explanation of some Internet-based services by considering less transport costs between both countries. The proposed trading algorithm is key for trading development and for evaluating international trade, but also for finance, taking into account the midpoint between the proposed supply and demand of financial transactions, instead of the midpoint between bid and ask prices. This achieves a good fit for international trade and an alpha for financial trading.

中文翻译:

具有金融应用的新交易算法

引力方程式是进行交易的有用工具,而且对于最近发现的金融服务而言也是一种有用的工具。本文试图将这些服务的现代引力方程理论与双边和多边贸易以及供需双方的新颖贸易理论相适应,以找到供需双方的明确表述。本文还考虑了两国之间较低的运输成本,对某些基于Internet的服务进行了解释。考虑到拟议的金融交易供求之间的中点,而不是买价和要价之间的中点,所提出的交易算法对于交易发展和评估国际贸易以及评估金融均至关重要。这非常适合国际贸易,也适合金融交易。
更新日期:2020-01-01
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