Mathematical model of a successful stock market game

All available predictive models of stock market trade (like regression or statistical analysis, for instance) are based on studying of price fluctuation. This article proposes a new model of a successful stock market strategy based on studying of the behavior of the largest successful players. The main point of this model is that a relatively weak player repeats the actions of stronger players in the same fashion as in a race after leader a cyclist following a motorbike reaches greater velocity. We represent the leader as a vector in the nonnegative orthant ${\mathbb R}^n_+$ depending on the most successful traders (hedge funds). When buying and selling stocks, we should always keep the vector of own resources collinear to the leader's. This strategy will not yield significant profit, but it prevents considerable loss.