Valerii Salov

Independent

SCHOLARLY PAPERS

8

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Scholarly Papers (8)

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1.

A Quantum Algorithm for Trading Strategies with Position Limits

Number of pages: 30 Posted: 14 Jun 2019
Valerii Salov
Independent
Downloads 532 (81,735)

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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 319 (147,272)

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

3.

Are E-mini S&P 500 Futures Prices Random?

Number of pages: 92 Posted: 27 Jan 2021
Valerii Salov
Independent
Downloads 255 (185,422)

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futures ticks, price increments, discrete probability distribution, Kolmogorov complexity, Hurwitz Zeta function, Dirichlet series, maximum profit trading strategy

4.

Profit and Loss Distributions on a Market of Single Futures Contract

Number of pages: 47 Posted: 08 Jan 2019
Valerii Salov
Independent
Downloads 192 (242,134)

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

5.

A Linear Smoothing Property of a Futures Limit Order Book

Number of pages: 7 Posted: 10 Mar 2019
Valerii Salov
Independent
Downloads 183 (252,613)

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

6.

Interpolation of 'The Brothers Karamazov'

Number of pages: 31 Posted: 12 Nov 2021
Valerii Salov
Independent
Downloads 154 (292,488)

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polynomial interpolation, Vandermonde matrix, Vandermonde determinant, Waring, de Prony, Lagrange, C++, GMP multiple precision arithmetic library, 'The Brothers Karamazov'

7.

To the Families of Quadruplets and Quintuplets of Primes

Number of pages: 27 Posted: 27 Jan 2021
Valerii Salov
Independent
Downloads 152 (295,643)

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prime numbers, palindrome by a property, prime quadruplets, prime quintuplets, GMP, C++

8.

Nice Sets and a C++ Mapping Template

Number of pages: 31 Posted: 27 Jan 2021
Valerii Salov
Independent
Downloads 150 (298,862)

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nice sets, bijection, binary associations, C++ templates, metaprogramming, mapping template