Essays about: "algo trading"

Found 2 essays containing the words algo trading.

1. 1. Pairs Trading in Swedish Investment Companies

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Pascal Dettwiler; Edvin Larsson; [2019]
   Keywords : Pairs trading; Investment Company; Traded at Discount; Bollinger Bands; Moving Average; Trading Strategy; Algorithmic Trading; Algo trading; Business and Economics;

   Abstract : The purpose of this paper is to examine if it is possible to profitably implement a market neutral trading strategy, so-called "pairs trading", on three different Swedish investment companies. It can be concluded that applying a pairs trading strategy on [these three] Swedish investment companies and their underlying listed assets has the potential to beat the market Sharpe ratio. READ MORE

3. 2. Prediction of securities' behavior using a multi-level artificial neural network with extra inputs between layers

   University essay from KTH/Skolan för datavetenskap och kommunikation (CSC)

   Author : Eric Törnqvist; Xing Guan; [2017]
   Keywords : high frequency; neural network; computer science; stock market; finance; fintech; machine learning; yield; prediction; forecast; deep neural network; algo trading; financial instruments; correlation;

   Abstract : This paper discusses the possibilities of predicting changes in stock pricing at a high frequency applying a multi-level neural network without the use of recurrent neurons or any other time series analysis, as suggested in a paper byChen et al. [2017]. The paper tries to adapt the model presented in a paper by Chen et al. READ MORE