This is an introductory work to trade automatization of the futures market, so far operated by human traders. We are not focusing on maximizing individual profits of any trader as done in many studies, but rather we try to build a stable electronic trading system allowing to obtain a fair price,...

The aim of this work is to show how automated traders can operate a futures market. First, we established some hypothesises on the properties of the ’correct’ price pattern which translates accurately the underlying moves in the supply/demand balance and the nominal price, then mathematical...

This is an introductory work to trade automatization of the futures market, so far operated by human traders. We are not focusing on maximizing individual profits of any trader as done in many studies, but rather we try to build a stable electronic trading system allowing to obtain a fair price,...

This is an introductory work to analytical properties of the futures market platform’s main parameters. The underlying mechanism of this market structure is formulated into a mathematical dynamical model. Some mathematical properties of traders’ positions, their potential and realized...

This is an introductory work to analytical properties of the futures market platform’s main parameters. The underlying mechanism of this market structure is formulated into a mathematical dynamical model. Some mathematical properties of traders’ positions, their potential and realized...