JSAI Technical Report, Type 2 SIG
Online ISSN : 2436-5556
Execution Precision at Dynamic Equilibrium in Financial Trading
Ryo ABE
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RESEARCH REPORT / TECHNICAL REPORT FREE ACCESS

2008 Volume 2008 Issue FIN-001 Pages 10-

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Abstract

In financial trading, total order amount changes by Trader's order. And, it changes various speed. In this article, we'll be showed equilibrium formula in this dynamics by classical Operations Research model. Originally, this model was used for military purpose. Now, we'll use this model to find dynamic equilibrium on Buyer's and Seller's "Market Share". And, we'll get effect by execution precision at this dynamic equilibrium.

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