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The upper bound of cumulative return of a trading series
We present an upper bound of cumulative return in financial trading time series to formulate the most possible profit of many trades. The bound can be used to formally analyze the cumulative return varied by the number of trades, the mean return, and transaction cost rate. We also prove and show the...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9049544/ https://www.ncbi.nlm.nih.gov/pubmed/35482739 http://dx.doi.org/10.1371/journal.pone.0267239 |