Abstract
This paper presents an interdisciplinary application of communication services to business. In particular, an extrapolation algorithm for financial trading is here discussed by means of a preliminary case study. We exploit the hidden market trends of historical stock quotes applying signal processing to financial trading. Our case study consists of an example of binary options stock trading. Binary options trading is based on algorithms of financial data processing, that usually run on remote proprietary broker platforms, providing the customer with the proper option to possibly trade a given stock. Here, we have investigated the performance of a simple algorithm which includes one buy / sell order per week. We have analyzed real sets of historical stock quotes, evidencing the asymmetry of achievable economic returns. In fact, the devised signal processing algorithm has denoted a (simulated) overall trading gain in the 82% of cases, showing that engineering management fruitfully applies to financial stock trading.
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