Storing and managing data in systems for creating and evaluating investment strategies on foreign exchange markets

Alina Momot, Michał Momot

Abstract


This work provides a basic concepts of foreign exchange market, its participants, trading strategies and applied by the players tools to support the decision of a financial nature. The work also presents Metastock data format, together with its commonly used variation, and a list of the most useful quantitative characteristics that describe the effectiveness of the trading strategy.

Keywords


foreign exchange; future contract; investment strategy

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References


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DOI: http://dx.doi.org/10.21936/si2009_v30.n2B.457