This paper presents an interdisciplinary application of information & communication methodology to financial economics. The empirical case study reported in this contribution consists of a preliminary example of binary options stock trading. The authors have investigated the performance of a simple algorithm which includes one buy/sell order per week. They have analyzed real sets of historical stock quotes, evidencing the asymmetry of achievable economic returns. In fact, the devised algorithm has denoted a (simulated) overall trading gain in the 87% of cases. A discussion, correlating such trend to the typical behavior of occasional traders, is finally reported

Giunta G, & Benedetto F (2012). Empirical Case Study of Binary Options Trading: an Interdisciplinary Application of Telecommunications Methodology to Financial Economics. INTERNATIONAL JOURNAL OF INTERDISCIPLINARY TELECOMMUNICATIONS AND NETWORKING, 4(4), 54-63.

Empirical Case Study of Binary Options Trading: an Interdisciplinary Application of Telecommunications Methodology to Financial Economics

GIUNTA, GAETANO;BENEDETTO, FRANCESCO
2012

Abstract

This paper presents an interdisciplinary application of information & communication methodology to financial economics. The empirical case study reported in this contribution consists of a preliminary example of binary options stock trading. The authors have investigated the performance of a simple algorithm which includes one buy/sell order per week. They have analyzed real sets of historical stock quotes, evidencing the asymmetry of achievable economic returns. In fact, the devised algorithm has denoted a (simulated) overall trading gain in the 87% of cases. A discussion, correlating such trend to the typical behavior of occasional traders, is finally reported
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11590/140362
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