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Empirical Case Study of Binary Options Trading: An Interdisciplinary Application of Telecommunications Methodology to Financial Economics

Empirical Case Study of Binary Options Trading: An Interdisciplinary Application of Telecommunications Methodology to Financial Economics

Gaetano Giunta, Francesco Benedetto
Copyright: © 2012 |Volume: 4 |Issue: 4 |Pages: 10
ISSN: 1941-8663|EISSN: 1941-8671|EISBN13: 9781466613126|DOI: 10.4018/jitn.2012100104
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MLA

Giunta, Gaetano, and Francesco Benedetto. "Empirical Case Study of Binary Options Trading: An Interdisciplinary Application of Telecommunications Methodology to Financial Economics." IJITN vol.4, no.4 2012: pp.54-63. https://doi.org/10.4018/jitn.2012100104

APA

Giunta, G. & Benedetto, F. (2012). Empirical Case Study of Binary Options Trading: An Interdisciplinary Application of Telecommunications Methodology to Financial Economics. International Journal of Interdisciplinary Telecommunications and Networking (IJITN), 4(4), 54-63. https://doi.org/10.4018/jitn.2012100104

Chicago

Giunta, Gaetano, and Francesco Benedetto. "Empirical Case Study of Binary Options Trading: An Interdisciplinary Application of Telecommunications Methodology to Financial Economics," International Journal of Interdisciplinary Telecommunications and Networking (IJITN) 4, no.4: 54-63. https://doi.org/10.4018/jitn.2012100104

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Abstract

This paper presents an interdisciplinary application of information & communication methodology to financial economics. The empirical case study reported in this contribution consists of a preliminary example of binary options stock trading. The authors have investigated the performance of a simple algorithm which includes one buy/sell order per week. They have analyzed real sets of historical stock quotes, evidencing the asymmetry of achievable economic returns. In fact, the devised algorithm has denoted a (simulated) overall trading gain in the 87% of cases. A discussion, correlating such trend to the typical behavior of occasional traders, is finally reported

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