Essays about: "Martin Odenbrand"

Found 1 essay containing the words Martin Odenbrand.

  1. 1. Utilizing Machine Learning for Trading Algorithms Exploiting the Time Series Momentum Anomaly

    University essay from Lunds universitet/Matematisk statistik

    Author : Martin Odenbrand; Sebastian Svensson Bromert; [2019]
    Keywords : Machine learning; time series momentum; moving average crossover; MACD; Hodrick-Prescott filter; random forest; pricing anomaly; computational finance; Mathematics and Statistics;

    Abstract : Momentum or trend following investing refers to trading strategies constructed around the idea that in financial markets, the current trend will, more often then not, prevail. In the context of asset prices, this means that previous returns or the price development of an asset is indicative of similar future returns and price development. READ MORE