文章基本信息

标题：Mutual influence of the exchange assets:practical aspects
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作者：Serhiy Kozmenko ; Oleksiy Plastun
期刊名称：Banks and Bank Systems
印刷版ISSN：1816-7403
电子版ISSN：1991-7074
出版年度：2011
卷号：6
期号：4
页码：5-10
语种：English
出版社：LLC "CPC "Business Perspectives"
摘要：The following article considers the practical use of temporary connections that arise between different exchange assets. The concrete recommendations to build a trading strategy based on the theory of market focuses are proposed. The main idea in this case is that strong positive correlation between two exchange assets let us make a conclusion that in case of big movement in one asset we can wait for equivalent changes in other exchange asset. The paper proposes the use of two types of correlations between exchange assets:"slow” (used to determine the pres ence of relationship between exchange assets) and "fast” (used for the definition of divergence and convergence). Based on the values of "slow” and "fast” correlation decisions on entry and exit positions can be done.
关键词：exchange assets;correlation analysis;fast correlation;slow correlation;forecast;price dynamic analysis;prediction;market "focus”;arbitrage;speculations.