Title of article
A simple computational model for analyzing the properties of stop-loss, take-profit, and price breakout trading strategies
Author/Authors
Art Warburton، نويسنده , , Zhe George Zhang، نويسنده ,
Issue Information
ماهنامه با شماره پیاپی سال 2006
Pages
11
From page
32
To page
42
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.
Keywords
Planning horizons , Profit targets , Trailing stop strategies , Stop-loss orders
Journal title
Computers and Operations Research
Serial Year
2006
Journal title
Computers and Operations Research
Record number
928336
Link To Document