Essays about: "Algo trading"
Found 2 essays containing the words Algo trading.
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1. Pairs Trading in Swedish Investment Companies
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : 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
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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)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