Multicurrency advisor based on the NSW model. Detailed description and perspectives

TL;DR

This paper presents a flexible multicurrency trading algorithm based on the NSW model, evaluating its loss-free trade probability through real-time testing and discussing future development challenges.

Contribution

It introduces a novel multicurrency trading algorithm utilizing the NSW model and provides real-time testing results and development insights.

Findings

Probability of loss-free trades evaluated

Algorithm tested in real-time scenarios

Development issues discussed

Abstract

Flexible algorithm of multicurrency trade on Forex market has been built on the grounds of non-linear stochastic wavelets (NSW) model. Probability of the loss-free trade has been evaluated. Results of the algorithm's real-time testing and issues of the algorithm's development are discussed.