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摘要翻译：
在生物学中，所有的运动酶都以同样的原理运作：它们捕捉有利的布朗波动，以产生定向力并运动。是否有可能复制一个这样的策略来玩市场是我们调查的出发点。我们发现答案是肯定的。在本文中，我们描述了一个这样的策略，并用欧洲货币体系(EMS)、美国道琼斯指数、德国Dax指数和法国CAC40指数的历史数据评价了它的绩效。
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英文标题：
《A simple algorithm based on fluctuations to play the market》
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作者：
L. Gil
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最新提交年份：
2007
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Portfolio Management 项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
In Biology, all motor enzymes operate on the same principle: they trap favourable brownian fluctuations in order to generate directed forces and to move. Whether it is possible or not to copy one such strategy to play the market was the starting point of our investigations. We found the answer is yes. In this paper we describe one such strategy and appraise its performance with historical data from the European Monetary System (EMS), the US Dow Jones, the german Dax and the french Cac40.
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PDF链接：
https://arxiv.org/pdf/0705.2097
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