一个简单的基于波动的算法来玩市场
A simple algorithm based on fluctuations to play the market
摘要：
在生物学中，所有的运动酶都遵循同样的原理：它们捕获有利的布朗波动，以产生定向力并运动。我们研究的出发点是，是否有可能复制一种这样的策略来玩市场。答案是肯定的。在本文中，我们描述了这样一个战略，并评估其绩效与历史数据，从欧洲货币体系（EMS），美国道琼斯指数，德国Dax和法国Cac40。
英文摘要：
In Biology, all motor enzymes operate on the same principle: they trap favourable brownian fluctuations in order to generate directed forces and to move. Whether it is possible or not to copy one such strategy to play the market was the starting point of our investigations. We found the answer is yes. In this paper we describe one such strategy and appraise its performance with historical data from the European Monetary System (EMS), the US Dow Jones, the german Dax and the french Cac40.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
