Why technical trading may be successful? A lesson from the agent-based modeling

Anatoly B. Schmidt

Physica A: Statistical Mechanics and its Applications, 2002, vol. 303, issue 1, 185-188

Abstract: It is shown using a simple agent-based market dynamics model that if the technical traders are able to affect the market liquidity, their concerted actions can move the market price in the direction favorable to their strategy.

Keywords: Econophysics (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (8)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:303:y:2002:i:1:p:185-188

DOI: 10.1016/S0378-4371(01)00432-0

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