Essays about: "High probability trading"

Showing result 1 - 5 of 8 essays containing the words High probability trading.

1. 1. Trading strategies based on a pattern detection algorithm

   University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

   Author : Elias Björklund; [2021]
   Keywords : ;

   Abstract : This thesis aims to develop a method to algorithmically detect patterns used in technical analysis. Non-parametric Kernel regression is used to smoothen the otherwise extremely noisy data of how stock prices develop over time. To find these patterns, Previously described quantitatively defined criteria are used with some modifications. READ MORE

3. 2. The Risk of Mini Flash Crashes

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Tim Paulsson; [2017]
   Keywords : Mini Flash Crashes; Microstructure of Financial Markets; Inventory Management Effects; High Frequency Trading;

   Abstract : This paper examines unique data on mini flash crashes in the American stock market in the time period ranging from 3 January 2006 to 3 February 2011. Data shows an autoregressive behaviour in the number of mini flash crashes (stock-day observations). However, the behaviour is complex and might differ a lot among individual stocks. READ MORE

4. 3. Strategies for High Frequency FX Trading - The choice of bucket size

   University essay from Lunds universitet/Matematisk statistik

   Author : Malin Lunsjö; Malin Riddarström; [2017]
   Keywords : Highfrequency; FXtrading; Shiftedgeometricdistribution; MonteCarlo; Time Series Analysis; EWMA; Bucket size; TWAP.; Mathematics and Statistics;

   Abstract : This thesis aims at developing and evaluating a model for high frequency foreign exchange data, that beats the TWAP benchmark the majority of the time. This is done by dividing the total order time into smaller time buckets and trading a smaller quantity of the total order volume in each bucket. READ MORE

5. 4. Approximate computing for emerging technologies : Trading computational accuracy for energy efficiency

   University essay from Uppsala universitet/Institutionen för informationsteknologi

   Author : Gustaf Borgström; [2015]
   Keywords : ;

   Abstract : CMOS is a technology that has been around for many years. Because of its low cost and high availability, it is highly optimized and the most used transistor alternative for computers. READ MORE

6. 5. Triangular Arbitrage in the ForexMarket : Emerging versus Developed markets

   University essay from Umeå universitet/Företagsekonomi

   Author : Kristian Dukov; Elena Kyriaki; [2014]
   Keywords : Efficient Market Hypothesis; Triangular arbitrage; Magnitude; Developed markets; Emerging markets; Forex; Currencies; High Frequency Trading; Arbitrage Opportunities.;

   Abstract : Over the last decade, researchers have attempted to show how efficient the markets are by using Fama’s Efficiency Market Hypothesis (EMH). The theory states that an investor cannot increase his returns without taking additional risk. The markets can be efficient in different forms depending on the information included in the traded asset. READ MORE