Presentation of dynamic trading program model in Iran's capital market.

The purpose of this research is to provide a model of dynamic trading program in the capital market of Iran. Based on this, using theory, the opinions of 16 stock experts in the Tehran Stock Exchange Organization and investment companies as well as university professors were used until the theoretical saturation stage. In this research, open coding was done using the grounded theory approach and line-by-line analysis of the interviews. During the open coding, 58 items were obtained as initial concepts from the text of the conducted interviews, which were categorized into 16 categories. In the following, according to the research results, the research paradigm model was presented in six sections: causal conditions, main phenomenon, contextual conditions, intervening conditions, strategies and consequences. Finally, the validation and screening of the components of the research model was carried out and the fit of the model was confirmed using the questionnaire and the fuzzy Delphi method, and the model of the dynamic trading program in the Iranian capital market was presented.