Management Strategy for Mechanical Trade Systems: Brief Review

Musaev Alexander Azerovich, A

Abstract

Brief review and comparative analysis of management strategies, implemented in creating of mechanical trading systems (or trading robots) are presented in the article. A requirement for formation of effective trading solutions is the key feature of formation of such strategies in conditions of chaotic dynamics of trade assets quotations. Their nonstationarity and extremely low level of predictability are specific for the majority of processes observed in electronic exchanges.