TY - JOUR
AU - 
AB - Math Educ Res Appl, 2017(3), 1 Received: 2017-07-12 Accepted: 2017-12-04 Online published: 2017-12-04 DOI: http://dx.doi.org/10.15414/meraa.2017.03.01.41-48 Original Paper 1∗ 2 1 Maciej Sporysz , Vladimír Matušek , Mariusz Fitowski Center of Computation, New Technologies and Informatics, University of Agriculture in Krakow, Poland Slovak University of Agriculture, Faculty of Economics and Management, Department of Mathematics, Nitra, Slovak Republic ABSTRACT This work presents the usage model in high frequency trading mechanisms concerning goods of agricultural origin. The aim of this study is to verify this type of solution on the basis of historical data covering the period st th from April 1 , 2013 to April 30 , 2014. The most common ratios, i.e. Annualised Return, Investment Risk, Maximum Drawdown, as well as Information Ratio have been chosen as the measures of strategy usefulness. Options varying in both the horizon and the time interval have been considered. The best results have been achieved with respect to the historical time horizon for appointing the benchmark proportion of securities and exceeding one day, as well as one-minute time interval. It is worth emphasizing that the investment issue constitutes a very complex problem influenced by a large number of factors. Owing to this fact, no 
TI - High frequency trading regarding trade in goods of agricultural origin
JF - Mathematics in Education, Research and Applications
DO - 10.15414/meraa.2017.03.01.41-48
DA - 2017-12-04
UR - https://www.deepdyve.com/lp/unpaywall/high-frequency-trading-regarding-trade-in-goods-of-agricultural-origin-YW39MFbKMK
DP - DeepDyve
ER -