With the increasing number of market places and potential trading partners across the e–commerce environment, it will become natural for multiple trading activities to be deployed as part of a single trading strategy. This paper describes a multi–process model for controlling interrelated...

There is a long established history of applying Artificial Neural Networks (ANNs) to financial data sets. In this paper, the authors demonstrate the use of this methodology to develop a financially viable, short-term trading system. When developing short-term systems, the authors typically site...

While the low P/E effect has been examined rather extensively in international markets particularly in the US, there is a notable absence of Australian market-based P/E studies. This research examines the relationship between the investment performance of Australian Industrial common stock and...

The binomial model has been used to price a wide variety of equity and interest rate options for more than two decades. Originally developed by Cox, Ross, and Rubinstein to clarify the basic pricing principle of its continuous-time counterpart with reduced mathematical requirements, the approach...

Abstract: In this trading strategy study, we ask three questions. ? does momentum exist in foreign exchange markets? ? what is the impact of transaction costs on excess returns? ? can a consolidated trading signal garner excess returns and if so, what is the source of such returns? Using total...