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In this paper we explore the specific role of randomness in financialmarkets, inspired by the beneficial role of noise in many physical systems andin previous applications to complex socio- economic systems. After a shortintroduction, we study the performance of some of the most used tradingstrategies in predicting the dynamics of financial markets for differentinternational stock exchange indexes, with the goal of comparing them with theperformance of a completely random strategy. In this respect, historical datafor FTSE-UK, FTSE-MIB, DAX, and S&P500 indexes are taken into account for aperiod of about 15-20 years (since their creation until today).

Are random trading strategies more successful than technical ones?