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Some Models of Exchange Trading in High-Risk Financial Markets

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Cybernetics and Systems Analysis Aims and scope

Abstract

High-risk financial markets are considered in which transactions with financial instruments without reservation are conducted. The following risk-free trading strategies with a guaranteed profitability or loss are analyzed: scalping, spoofing, flipping, and scalping with hedging. A mathematical model is constructed for them. Examples of calculations performed by the obtained algorithms in the process of option trading are given.

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Authors and Affiliations

  1. Kyiv National University of Trade and Economics, Kyiv, Ukraine

    O. V. Smirnova & V. Yu. Kotlyar

Authors
  1. O. V. Smirnova
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  2. V. Yu. Kotlyar
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Corresponding author

Correspondence to O. V. Smirnova.

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, July–August, 2019, pp. 158–165.

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Smirnova, O.V., Kotlyar, V.Y. Some Models of Exchange Trading in High-Risk Financial Markets. Cybern Syst Anal 55, 661–666 (2019). https://doi.org/10.1007/s10559-019-00175-y

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  • DOI: https://doi.org/10.1007/s10559-019-00175-y

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