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Дата изменения: Tue Sep 23 19:23:32 2008
Дата индексирования: Mon Oct 1 21:49:36 2012
Кодировка:
FOREX . . . , . forex , , [1-3]. - , ,- . , , , , Minority Game, . - , [4], , . forex , . forex ? , . eurjpy mini SP - 2007 . (. 1).
1 165 1500 2 1400 1300 1200 0 4 00 0 8 00 0 , ( 30) 01 .02.20 07-1 2.09.2 00 7 1600

155 150 145

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1

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10

Ln X

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8 H 1=0 .77

=1 .7 6

eu rjpy
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6 0 2 4 Ln t, mi n ( x 3 0) 6 8

0. 00 01 1 10 100 pe rio ds , m in (x 30 ) 1 00 0 10000

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HL -m in i SP5 0 0

mi niS P5 00
6

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1 00 peri o ds , mi n (x 30 )

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. 3. HL eurjpy miniSP ( ); eurjpy (); ().
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0.8 0.4 0 -0.4

16 0 15 6

'-'trend HL miniSP

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. 7. ( Nikkei 225) (); Nikkei, () 1. Mantegna R.N, Stanley H.E. An introduction to econophysics // Cambridge. 2000. 154 p. 2. Dacorogna M.M., Gencay M., Muller U., Olsen R. An introduction to high frequency finance // Acad. Press. 2001. 390 p. 3. .., .. . // . «. . .». 2007. -280 . 4. .. // . 2004. 7(57). .59-61. http://articles.mql4.com/ru/282 5. . . // VI . . . // www.ephes.ru/resh.php?conf_id=6 6. . . // VIII . . . // www.ephes.ru/articl/section.php

THE RHYTHMS OF THE FOREX MARKET Muhamedov V. A.

The trader's activity worldwide leaves the trace on a structure of daily volatility profile of the currency market. Each time zone has prevailing trader group, and these groups differ by their features. These features are collected in signals of the currency market, making them unsimilar to signals from other trade markets