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Aleksey Nikolayev
Aleksey Nikolayev
| 2018.11.28
Published article Applying the probability theory to trading gaps 
In this article, we will apply the probability theory and mathematical statistics methods to creating and testing trading strategies. We will also look for optimal trading risk using the differences between the price and the random walk. It is proved that if prices behave like a zero-drift random walk (with no directional trend), then profitable trading is impossible.
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5331
Aleksey Nikolayev
| 2018.04.17
Published article Applying the Monte Carlo method for optimizing trading strategies 
Before launching a robot on a trading account, we usually test and optimize it on quotes history. However, a reasonable question arises: how can past results help us in the future? The article describes applying the Monte Carlo method to construct custom criteria for trading strategy optimization. In addition, the EA stability criteria are considered.
· 3
14651
Aleksey Nikolayev
Published product
| 2017.12.26
Volume Optimizer is a script for calculating the optimal trade volume. The volume is defined by a trade history and optimal risk theory described in my article.
Trading always implies uncertainty. Even if a trading system is generally profitable, we can never be sure that each of its trades actually brings positive result. Too great trade volume may significantly reduce the capital, while too low volume may hinder the system from achieving its potential in full. Volume Optimizer allows you to...
Aleksey Nikolayev
| 2017.11.01
Published article Risk Evaluation in the Sequence of Deals with One Asset. Continued 
The article develops the ideas proposed in the previous part and considers them further. It describes the problems of yield distributions, plotting and studying statistical regularities.
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18028
Aleksey Nikolayev
| 2017.08.28
Published article Risk Evaluation in the Sequence of Deals with One Asset 
This article describes the use of methods of the theory of probability and mathematical statistics in the analysis of trading systems.
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9984