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