Algorithmic trading using MACD signals

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

Author: Andreas Falk; Johannes Moberg; [2014]

Keywords: ;

Abstract: Todays stock market is dominated by algorithmic trading either as helpful tool for trading decisions or as a fully automatic trader. We test howa fully automated trading algorithm using MACD signals as indicatorsperform on historical stock data. The purpose of this essay is to seehow a simple algorithm performs and get a better understanding ofeconomical forecasting.

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