Essays about: "trading etf"
Showing result 1 - 5 of 8 essays containing the words trading etf.
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1. Predicting the Movement of the S&P 500 Index using Machine Learning
University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenAbstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE
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2. Investor perception of algorithms: A study on Swedish retail investors' perception of algorithms in quantitative exchange traded funds
University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategiAbstract : ETFs are increasing in popularity, enabling short-term trading to a much higher degree than mutual funds. The ETFs with the highest average management fee are those utilising quantitative models. This incentivises providers to market such products as they earn a higher kickback commission from quantitative ETF sales than they do others. READ MORE
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3. Trading Volatility : Trading strategies based on the VIX term structure.
University essay from Umeå universitet/FöretagsekonomiAbstract : This study investigates how term structure dynamics of VIX futures can be exploited forabnormal returns. To be able to access volatility as a tradeable asset, the trading strategiesonly trades ETFs which are designed to replicate the movements of VIX futures index. READ MORE
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4. Does ETF Ownership Increase Stock Volatility?
University essay fromAbstract : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. READ MORE
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5. ETFs and Volatility - An empirical study in the Swedish stock market
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : ETFs have experienced tremendous growth and with it have gained increased relevance in the market over the last decade. Because of their special characteristics and close connection to their underlying securities, ETFs may propagate liquidity shocks through arbitrage channels into their underlying securities and thus increase the volatility of these securities. READ MORE