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

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

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

Popis výsledku anglicky

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

Druh

D - Stať ve sborníku

CEP obor

AH - Ekonomie

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2014

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

22nd IBIMA Conference

ISBN

978-0-9860419-1-4

ISSN

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e-ISSN

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Počet stran výsledku

500

Strana od-do

20-25

Název nakladatele

Neuveden

Místo vydání

Neuveden

Místo konání akce

Roma

Datum konání akce

13. 11. 2013

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

000339301500127