Novosibirsk State University Journal of Information Technologies
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All Issues >> Contents: Volume 09, Issue No 4 (2011)

Working out of effective trading strategy in the currency market FoRex
P. A. Kryukov

Branch "Kemerovo" of "Sobinbank"
UDC code: 336.764

Abstract
In work the methodical approach of the author to construction of models of the analysis and forecasting of dynamics of the rate of exchange from a position of the decision of a problem of typological classification of its conditions by methods factorial scaling is presented. The technique of construction of effective trading strategy on the basis of the developed models is considered.

Key Words
factorial scaling, classification, model, the rate of exchange, dynamics, the analysis, the forecast, a method

How to cite:
Kryukov P. A. Working out of effective trading strategy in the currency market FoRex // Vestnik NSU Series: Information Technologies. - 2011. - Volume 09, Issue No 4. - P. 18-28. - ISSN 1818-7900. (in Russian).

Full Text in Russian

Available in PDF

References
1. Kryukov P. A. Metodologiya modelirovaniya dinamiki valyutnogo kursa // Ekonomika, upravleniye, finansy: Materialy mezhdunar. zaoch. nauch. konf. (Perm, iyun 2011 g.) / Pod red. G. D. Akhmetovoi. Perm: Merkury, 2011. S. 66–72.
2. Kryukov P. A., Kryukova V. V. Prognozirovaniye valyutnogo kursa na osnove faktornogo shkalirovaniya // Vestn. Kuzbas. gos. tekhn. un-ta. 2011. № 1. S. 118–127.
3. Kim Dzh.-O., Myuller Ch. U., Klekka U. R. Faktorny, diskriminantny i klasterny analiz: Per. s angl. / Pod red. I. S. Enyukova. M.: Finansy i statistika, 1989. 215 s.
4. Pardo R. Razrabotka, testirovaniye i optimizatciya torgovykh sistem dlya birzhevogo treidera: Per. s angl. M.: Alpina Pablisher, 2002. 221 s.
5. LeBo Ch., Lukas D. V. Kompyuterny analiz fyuchersnykh rynkov: Per. s angl. M.: Izd. Dom «Alpina», 1998. 304 s.
6. Katc D. O., MakKormik D. L. Entciklopediya torgovykh strategy: Per. s angl. M.: Alpi na Pablisher, 2002. 400 s.
7. Spravochnik po prikladnoi statistike: V 2 t. / Pod red. S. A. Aivazyana, Yu. N. Tyurina. M.: Finansy i statistika, 1990. T. 2. 526 s.

Publication information
Main title Vestnik NSU Series: Information Technologies, Volume 09, Issue No 4 (2011).
Parallel title: Novosibirsk State University Journal of Information Technologies Volume 09, Issue No 4 (2011).

Key title: Vestnik Novosibirskogo gosudarstvennogo universiteta. Seriâ: Informacionnye tehnologii
Abbreviated key title: Vestn. Novosib. Gos. Univ., Ser.: Inf. Tehnol.
Variant title: Vestnik NGU. Seriâ: Informacionnye tehnologii

Year of Publication: 2011
ISSN: 1818-7900 (Print), ISSN 2410-0420 (Online)
Publisher: Novosibirsk State University Press
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