Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Automated Trading Systems: Developed and Emerging Capital Markets   Automated trading systems on developed and emerging capital markets are
studied in this paper. The standard for developed market is automated trading
system with 40-days simple moving average. We tested it for the index SIX
Industrial for 1000 and 730 trading days of the slovak emerging capital market.
The Buy and Hold trading system was 7.80 times more profitable than this etalon
trading system for active trading. Taking of profitable standard trading system
from a developed capital market does not lead to optimal results on the
emerging capital markets. We then studied optimized standard trading system
based on the simple moving average. The parameter of optimization was the
number of weeks. An optimal system was that with 5 weeks. This trading system
has some of its characteristics comparable with the etalon trading system on
the NYSE Composite Index. The emerging market is more risky than the developed
market. The profit on the emerging market is also higher. The range of
optimized system parameter is quite robust. Observed was increase of number of
trades in the range from the 21 weeks to the 25 weeks. This indicates creation
of a new optimal middle range trading system. Results of testing for liquid
shares are quantitatively similar.

14
The categories of this paper are: math-ph
32
The categories of this paper are: atom-ph
16
The categories of this paper are: stat
6
The categories of this paper are: astro-ph
11
The categories of this paper are: hep-lat
20
The categories of this paper are: acc-phys
29
The categories of this paper are: funct-an
27
The categories of this paper are: comp-gas
9
The categories of this paper are: nlin
15
The categories of this paper are: nucl-ex
25
The categories of this paper are: patt-sol
8
The categories of this paper are: hep-ex
37
The categories of this paper are: supr-con
10
The categories of this paper are: q-bio
30
The categories of this paper are: q-alg
24
The categories of this paper are: dg-ga