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Financial markets and trading strategies


06.01.2019, 12:09
The object of this study is financial markets and trading strategies. The global trend to use modern means of information and communication technologies affects financial markets. This trend in the application to an exchange leads to a significant simplification of performing trading operations. The usage of the Internet reduces time costs of submitting bids and asks and executing clearing operations; as a result, there are more private traders in each exchange than a decade ago. These qualitative and quantitative changes determine a current growth of a percentage of short-term speculative traders in comparison with long-term investors. Speculative traders use trading strategies to select proper moments to open and to close their positions in these or those financial instruments. The most part of trading strategies is based on indicators calculated with the usage of volume and price values of the preceding time periods, so the most part of deals on financial markets are determined not by a value of a real economic object from which a financial instrument derives, but also by an abstract indicator. The usage of trading strategies and trading algorithms changes the behavior of financial markets.

Thus, the subject of this study is the behavior of traders on financial markets. Here, the behavior means a set of rules used by traders to determine their trading policies.

The primary aim of this study is to analyze the influence of different groups of trading strategies in financial markets with the help of the example of stock exchange. The secondary aim of this study is to discover the patterns of market behavior formed by combinations of particular trading strategies. The chief set of tasks of the study is connected with designing and programming a computer model of stock exchange. This set of tasks includes the choice of a platform, frameworks and technologies, development of requirements and limitations. Another set of tasks is connected with the usage of the developed model to analyze the market behavior. This set of tasks includes the task to perform a series of simulations with the model, to sort strategies into different groups according to the results of simulation and to formulate rules of detecting patterns in real stock exchange with the examples of real stock quotations.

The problem of market behavior has been analyzed many times and from different angles; however, this problem has not been analyzed from the particular angle of influence of trading strategies. Meanwhile, the volatility of markets is increasing; as a result, the risks of downfall are becoming greater. Therefore, it is important to understand the market behavior. The results of this study will not only disclose the problem of market collapses. Application of discovered patterns to the analyzes of real markets will also result in an increase of chances to predict future market behavior and future market collapses.

The logic of the study is the following: at the first stage a computer model of the stock exchange will be developed; at the second stage a program realization of that model will be performed; at the third stage a series of simulations will be conducted; then, the results will be processed; finally, the basic rules of how to apply patterns to real stock quotations will be formulated and all necessary conclusions will be made.

At the end of this work all the ideas expressed above will be summarized and some anticipated results will be presented.
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