Advisors and indicators based on the SSA models and non-linear generalizations

TL;DR

This paper introduces advisors and indicators derived from spectral stochastic analysis models, including non-linear generalizations, to improve trading decisions by analyzing currency pair dynamics for active hedging.

Contribution

It develops a novel method for creating trading advisors and indicators using spectral stochastic analysis with linear and non-linear approximations.

Findings

Enhanced trading decision accuracy through spectral analysis

Effective hedging of open positions using combined currency dynamics

Introduction of non-linear generalizations improves model flexibility

Abstract

This paper considers method of creation of an advisor and indicator based on the spectral stochastic analysis model, both with linear and non-linear approximation. The problem of entrance to one or another trade position is solved on the basis of combined analysis of dynamics of quotations of all currency pairs, what allows to actively hedge open positions.