Search Results for author: Mikhail Gennadievich Belov

Found 1 papers, 0 papers with code

Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future

no code implementations9 Oct 2022 Vladislav Gennadievich Malyshkin, Mikhail Gennadievich Belov

An attempt to obtain market directional information from non-stationary solution of the dynamic equation: "future price tends to the value maximizing the number of shares traded per unit time" is presented.

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