Intransitive Sets of Financial Strategies with Constant Levels

The phenomenon of intransitivity of trading strategies with constant levels in the stock market is studied. By using Doob’s stopping theorem and basic concepts from probability theory, accurate estimates for the strength of intransitivity are derived for the case of strategies with constant levels.

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Publication Details

Journal
Doklady Mathematics
Published
2024-12-01
DOI
https://doi.org/10.1134/s1064562424702387
Primary Topic
Economic theories and models
Type
article
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0.00
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article

Intransitive Sets of Financial Strategies with Constant Levels

Alla Kovalchuk
Doklady Mathematics
Economic theories and models
article

Intransitive Sets of Financial Strategies with Constant Levels

Alla Kovalchuk
article en

Abstract

The phenomenon of intransitivity of trading strategies with constant levels in the stock market is studied. By using Doob’s stopping theorem and basic concepts from probability theory, accurate estimates for the strength of intransitivity are derived for the case of strategies with constant levels.

Doklady MathematicsVol. 110(S2)
Lomonosov Moscow State University (RU)
Openalex Percentile: Top 67%
Economic theories and models
DOISourceOpenAlex
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Intransitive Sets of Financial Strategies with Constant Levels — Alla Kovalchuk · Doklady Mathematics (2024) | TGRS Research Map | TGRS