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arXiv 0705.2820q-fin.TRphysics.pop-phphysics.soc-ph
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Entropy Oriented Trading:一种基于热力学第二定律的交易策略

Entropy Oriented Trading: A Trading Strategy Based on the Second Law of Thermodynamics

Yoichi Hirai

摘要:

提出了一种金融交易策略--熵导向交易策略,并将热力学应用于该策略。状态变量的选择使得策略满足热力学第二定律。利用该定律,作者证明了该策略的投资回报率(ROI)等于或大于价格变化率。

英文摘要:

The author proposes a finance trading strategy named Entropy Oriented Trading and apply thermodynamics on the strategy. The state variables are chosen so that the strategy satisfies the second law of thermodynamics. Using the law, the author proves that the rate of investment (ROI) of the strategy is equal to or more than the rate of price change.

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。

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