Dipartimento di Economia e Impresa, Universitá di Catania, Catania, Italy.
PLoS One. 2013 Jul 11;8(7):e68344. doi: 10.1371/journal.pone.0068344. Print 2013.
In this paper we explore the specific role of randomness in financial markets, inspired by the beneficial role of noise in many physical systems and in previous applications to complex socio-economic systems. After a short introduction, we study the performance of some of the most used trading strategies in predicting the dynamics of financial markets for different international stock exchange indexes, with the goal of comparing them to the performance of a completely random strategy. In this respect, historical data for FTSE-UK, FTSE-MIB, DAX, and S & P500 indexes are taken into account for a period of about 15-20 years (since their creation until today).
在本文中，我们探讨了随机性在金融市场中的具体作用，这一灵感来自于噪声在许多物理系统和之前应用于复杂社会经济系统中的有益作用。在简短的引言之后，我们研究了一些最常用的交易策略在预测不同国际股票交易所指数的金融市场动态方面的表现，目的是将它们与完全随机策略的表现进行比较。在这方面，我们考虑了大约 15-20 年（从创建到今天）的 FTSE-UK、FTSE-MIB、DAX 和 S & P500 指数的历史数据。
