Essays about: "Patrik Idvall"
Found 1 essay containing the words Patrik Idvall.
-
1. Algorithmic Trading : Hidden Markov Models on Foreign Exchange Data
University essay from Matematiska institutionenAbstract : In this master's thesis, hidden Markov models (HMM) are evaluated as a tool for forecasting movements in a currency cross. With an ever increasing electronic market, making way for more automated trading, or so called algorithmic trading, there is constantly a need for new trading strategies trying to find alpha, the excess return, in the market. READ MORE
Result pages:
1