Valerii Salov

Independent

SCHOLARLY PAPERS

4

DOWNLOADS

515

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A Quantum Algorithm for Trading Strategies with Position Limits

Number of pages: 30 Posted: 14 Jun 2019
Valerii Salov
Independent
Downloads 267 (125,567)

Abstract:

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trading strategies, position limits, futures, quantum algorithms

2.

'Explosions' of Corn Futures Prices

Number of pages: 46 Posted: 12 Nov 2019
Valerii Salov
Independent
Downloads 150 (213,181)

Abstract:

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corn futures, price jumps, volume, maximum profit strategy, dynamics, modeling, tick time series

3.

Profit and Loss Distributions on a Market of Single Futures Contract

Number of pages: 47 Posted: 08 Jan 2019
Valerii Salov
Independent
Downloads 71 (354,894)

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

4.

A Linear Smoothing Property of a Futures Limit Order Book

Number of pages: 7 Posted: 10 Mar 2019
Valerii Salov
Independent
Downloads 27 (523,376)

Abstract:

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