| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 476434 | Computers & Operations Research | 2006 | 11 Pages |
Abstract
Stop-loss, take profit and price breakout strategies, though in some ways theoretically unattractive, are nonetheless popular with traders. We describe and illustrate a simple, fast, flexible and practical discrete time computational model for performing probabilistic analyses of the risks, rewards and tradeoffs associated such strategies.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Art Warburton, Zhe George Zhang,