Empirical Case Study of Binary Options Trading: An Interdisciplinary Application of Telecommunications Methodology to Financial Economics

Gaetano Giunta and Francesco Benedetto
Additional contact information
Gaetano Giunta: Signal Processing for Telecommunications and Economics (SP4TE) Lab, University of ROMA TRE, Rome, Italy
Francesco Benedetto: Signal Processing for Telecommunications and Economics (SP4TE) Lab, University of ROMA TRE, Rome, Italy

International Journal of Interdisciplinary Telecommunications and Networking (IJITN), 2012, vol. 4, issue 4, 54-63

Abstract: This paper presents an interdisciplinary application of information & communication methodology to financial economics. The empirical case study reported in this contribution consists of a preliminary example of binary options stock trading. The authors have investigated the performance of a simple algorithm which includes one buy/sell order per week. They have analyzed real sets of historical stock quotes, evidencing the asymmetry of achievable economic returns. In fact, the devised algorithm has denoted a (simulated) overall trading gain in the 87% of cases. A discussion, correlating such trend to the typical behavior of occasional traders, is finally reported

Date: 2012
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://services.igi-global.com/resolvedoi/resolve. ... 4018/jitn.2012100104 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:igg:jitn00:v:4:y:2012:i:4:p:54-63

Access Statistics for this article

International Journal of Interdisciplinary Telecommunications and Networking (IJITN) is currently edited by Efosa Carroll Idemudia

More articles in International Journal of Interdisciplinary Telecommunications and Networking (IJITN) from IGI Global
Bibliographic data for series maintained by Journal Editor ().