BUDGET TREND DETERMINING WITH THE HELP OF ANGULAR OPERATIONS
https://doi.org/10.21686/2413-2829-2017-4-67-73
Abstract
The article investigates the problem of operational measurement of demand and supply during exchange trade with the help of angular operations. For this purpose a small amount of asset is bought, which is sold later or these steps are conducted in reverse order. To get mathematically strict proof a multi-agent model of exchange pricing was used. The authors showed that as a result of an angular operation the price changes in the direction of the trend. Acceptability of this approach was analyzed, as well as its efficiency and reliability. In particular, it was shown that in conditions of demand and supply equilibrium angular operations cause no loss minus transaction costs and costs connected with spread between purchase and sale.
About the Authors
Galina I. BobrikRussian Federation
PhD, Assistant Professor of the Department for Higher Mathematics of the PRUE.
36 Stremyanny Lane, Moscow, 117997
Petr P. Bobrik
Russian Federation
PhD, Senior Research Associate of the Institute of Problems of Transport of N. S. Solomenko of the Russian Academy of Sciences.
35 Kalanchevskaya Str., Moscow, 129090
References
1. Bobrik G. I., Bobrik P. P. Agentnaya model' birzhevogo tsenoobrazovaniya tovarnykh rynkov [Agent Model of Exchange Pricing of Commodity Markets]. Sbornik materialov Vserossiyskoy nauchno-prakticheskoy konferentsii «Matematicheskie metody i modeli v issledovanii gosudarstvennykh i korporativnykh finansov i finansovykh rynkov» [Collected Materials of the All-Russian Scientific-Practical Conference 'Mathematical Methods and Models in the Study of Public and Corporate Finance and Financial Markets']. Ufa, 2015, pp. 111–115. (In Russ.).
2. Bobrik G. I., Bobrik P. P. Vliyanie marketmeykerov na tolstye khvosty raspredeleniy prirashcheniy tseny [The Influence of Market Makers on the Thick Tails of Distributions of Price Increments]. Sbornik materialov Vserossiyskoy molodezhnoy nauchno-prakticheskoy konferentsii «Matematicheskie metody i modeli v issledovanii aktual'nykh problem ekonomiki Rossii» [Collected materials of the All-Russian Youth Scientific and Practical Conference 'Mathematical Methods and Models in the Study of Topical Problems of the Russian Economy']. Ufa, 2016, pp. 277–281. (In Russ.).
3. Bobrik G. I., Bobrik P. P. Vozmozhnosti ispol'zovaniya birzhevykh operatsiy tipa kacheley na tovarnykh rynkakh [Possibilities of Using Exchange Operations Such as Swings in Commodity Markets]. Sbornik nauchnykh trudov po itogam Mezhdunarodnoy nauchno-prakticheskoy konferentsii «Ekonomika, finansy i menedzhment: tendentsii i perspektivy razvitiya» [Collection of Proceedings on the Results of the International Scientific and Practical Conference 'Economics, Finance and Management: Trends and Development Prospects']. Volgograd, ITSRON, 2016, pp. 93–97. (In Russ.).
4. Bobrik G. I., Bobrik P. P., Iskorostinskii A. I. Potentsial'nost' lokal'nogo birzhevogo tsenoobrazovaniya [Potentiality of Local Exchange Pricing]. Obrazovatel'nye resursy i tekhnologii [Educational Resources and Technologies], 2014, No. 4 (7), pp. 18–21. (In Russ.).
5. Bobrik G. I., Bobrik P. P, Tsyganov V. V., Gorbunov V. G. Modelirovanie birzhevykh uglov [Simulation of Exchange Corners]. Materialy Mezhdunarodnoy konferentsii «Informatsionnye tekhnologii v nauke, obrazovanii, telekommunikatsii i biznese» [Materials International Conference 'Information Technologies in Science, Education, Telecommunications and Business']. Gurzuf, ZNU, 2014, pp. 161–163. (In Russ.).
6. Bobrik P. P. Prakticheskie aspekty ispol'zovaniya figur navivaniya [Practical Aspects of the Use of Figures of Winding]. The Market of Securities, 2004, No. 10, pp. 46-49. (In Russ.).
7. Bobrik P. P. Urovni prityazheniy ili figura navivaniya [Levels of Attraction or Figure of Winding]. Valyutnyy spekulyant [Currency Speculator], 2001, No. 4 (18), pp. 32–34. (In Russ.).
8. Bobrik P. P., Ponedel'chenko E. V., Shaikhulov A. G. I eshche raz o krivoy volatil'nosti [And Again about the Volatility Curve]. F'iuchersy i optsiony [Futures and Options], 2012, No. 4, pp. 70–75; No. 5, pp. 62–67. (In Russ.).
9. Bobrik P. P., Shaikhulov A. G. Torgovlya po algoritmu [Trade in the Algorithm]. CBonds Review, 2011, No. 4, pp. 42–49. (In Russ.).
10. Vasin A., Sivova E., Tyuleneva A. Optimal Regulation Norm for Competitive Markets. 8 Moscow International Conference on Operations Research (ORM-2016). Moscow, October 17–22, 2016, Vol. 1. Moscow, MAKS Press, 2016, pp. 179–182.
Review
For citations:
Bobrik G.I., Bobrik P.P. BUDGET TREND DETERMINING WITH THE HELP OF ANGULAR OPERATIONS. Vestnik of the Plekhanov Russian University of Economics. 2017;(4):67-73. (In Russ.) https://doi.org/10.21686/2413-2829-2017-4-67-73