Çağlayan, Mustafa OnurPinter, Janos D.2016-02-182016-02-182010978-9955-28-598-4http://hdl.handle.net/10679/3133We propose a new financial indicator and risk metric embedded in a currency trading model to assist investors in currency markets. Since our model is highly nonlinear, we utilize global optimization technology to maximize the performance of the currency basket, based on our selection of key decision variables. We introduce the model and present numerical results based on actual market data.engopenAccessconferenceObject510Quantitative financial model developmentCurrency marketsGlobally optimized trading strategyNumerical results2-s2.0-84905454956