Valerii Salov

Independent

No Address Available

SCHOLARLY PAPERS

3

DOWNLOADS

257

CITATIONS

0

Scholarly Papers (3)

1.

A Quantum Algorithm for Trading Strategies with Position Limits

Number of pages: 30 Posted: 14 Jun 2019
Valerii Salov
Independent
Downloads 184 (162,801)

Abstract:

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trading strategies, position limits, futures, quantum algorithms

2.

Profit and Loss Distributions on a Market of Single Futures Contract

Number of pages: 47 Posted: 08 Jan 2019
Valerii Salov
Independent
Downloads 53 (376,086)

Abstract:

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trading strategies, position limits, profit and loss distributions, industry gain, trader's interest, integer partitions with labeled parts in multisets

3.

A Linear Smoothing Property of a Futures Limit Order Book

Number of pages: 7 Posted: 10 Mar 2019
Valerii Salov
Independent
Downloads 20 (518,662)

Abstract:

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futures limit order book, cumulative order sizes, linearity, smothness, influence of order size on profit and loss