Essays about: "handelsstrategi"
Showing result 1 - 5 of 8 essays containing the word handelsstrategi.
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1. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes
University essay from KTH/Matematik (Avd.)Abstract : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. READ MORE
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2. Modeling the Relation Between Implied and Realized Volatility
University essay from KTH/Matematisk statistikAbstract : Options are an important part in today's financial market. It's therefore of high importance to be able to understand when options are overvalued and undervalued to get a lead on the market. READ MORE
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3. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities
University essay from Lunds universitet/Matematisk statistikAbstract : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. READ MORE
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4. Zero-Inflated Hidden Markov Models and Optimal Trading Strategies in High-Frequency Foreign Exchange Trading
University essay from KTH/Matematisk statistikAbstract : The properties of high-frequency foreign exchange markets and how well they can be modeled using Hidden Markov Models will be studied in this thesis. Specifically, a Zero-inflated Poisson HMM will be implemented and evaluated for high-frequency price data for the EURSEK exchange rate. READ MORE
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5. Understanding and Exploiting commodity currencies : A Study using time series Regression
University essay from KTH/Matematisk statistikAbstract : This thesis within Industrial Economics and Applied Mathematics examines the term commodity currency. The thesis delves into analysing the characteristics and consequences of such a currency through a macroeconomic perspective while discussing previous studies within the matter. READ MORE