论文标题
从（时间，执行价格，交易股票）序列得出的市场方向信息。对未来的影响
Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future
论文作者
论文摘要
提出了一种尝试从动态方程的非平稳解决方案获得市场方向信息的尝试：“未来价格倾向于最大化单位时间交易股票数量的价值”。该方法的一个显着特征是自动时间尺度选择。它是根据在过去交易中计算出的最大执行流量确定的。计算滞后和前进的价格。
An attempt to obtain market directional information from non-stationary solution of the dynamic equation: "future price tends to the value maximizing the number of shares traded per unit time" is presented. A remarkable feature of the approach is an automatic time scale selection. It is determined from the state of maximal execution flow calculated on past transactions. Both lagging and advancing prices are calculated.
