Essays about: "Henrik Öhman"
Found 2 essays containing the words Henrik Öhman.
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1. Position sizing methods for a trend following CTA
University essay from KTH/Industriell ekonomi och organisation (Inst.)Abstract : This study examines whether a trend following managed futures fund can improve its performance by changing its position sizing method. Trades for a simple trend following strategy was simulated on 47 futures contracts over the period 1990-2012, using varying methods for determining position size. READ MORE
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2. Analysis of early data from the ATLAS experiment towards H+ searches
University essay from HögenergifysikAbstract : In the ATLAS experiment software plays a central role in data taking, reconstruction, and analysis. This thesis presents a set of analysis algorithms written for the ATLAS software framework Athena, towards H+ searches in the τ+jets channel. READ MORE