Controlled Risk Increase and Effects on Profitability of Speculative Strategy for Trading Currency Pair USD/JPY

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F14%3APU110308" target="_blank" >RIV/00216305:26510/14:PU110308 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Controlled Risk Increase and Effects on Profitability of Speculative Strategy for Trading Currency Pair USD/JPY
Original language description
The purpose of this article is analysis of the risk of speculative strategy for trading the currency pair USD/JPY. The proposed speculative strategy works with the assumption of everyday increase of intra-day volatility at the specified time. The reasonis opening of Tokyo Trading Session at 2:00 AM UTC+1. With regard to the time of holding the speculative positions this is a short-term strategy where at 11:59 PM UTC+1 all open positions are closed. For the reason of the short-term position holding thedifference between the buy and the sell price reaches tenths of a dollar (for 1 USD investment). Effectiveness of the speculative strategy is increased by financial leverage which is able to increase effectiveness of the strategy 10 ? 1000 times. The size of the financial leverage depends on the selection of the provider of access to the currency market and also on the selection of the trader. The purpose of this article is a detailed analysis of the controlled risk increase in relation
Czech name
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Czech description
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Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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