Essays about: "Quantitative trading strategies"

Showing result 1 - 5 of 23 essays containing the words Quantitative trading strategies.

  1. 1. Leveling the Playing Field: Can Private Investors Benefit From Mimicking Insider Trades? A quantitative study of insider trading

    University essay from Göteborgs universitet/Graduate School

    Author : Marcus Mattsson; Marcus Lyckhage; [2023-07-04]
    Keywords : Insider Trading; Abnormal Return; Information Asymmetry; Outside Investors; Investment Strategy; Insider Positions;

    Abstract : Historically, investors have been searching for strategies to maximize performance in the stock market. It has been shown that corporate insiders can earn abnormal returns by trading in their own companies as they possess superior information and, to a certain degree, market timing ability. READ MORE

  3. 2. Can outsiders obtain abnormal returns by imitating insider trading? : - An application to trade in tech stocks on the Nasdaq Stockholm stockexchange. Comparing high and low volatile stocks.

    University essay from Jönköping University/Internationella Handelshögskolan

    Author : Antonious Shalaby; Reis Rexha; [2023]
    Keywords : Insider trading; Abnormal Returns; Event Study;

    Abstract : Abstract Title: Can outsiders obtain abnormal returns by imitating insider trading?- An application to trade in tech stocks on the Nasdaq Stockholm stock exchange.Comparing high and low volatile stocks. Course: JEFT27. READ MORE

  4. 3. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach

    University essay from Uppsala universitet/Datalogi

    Author : Rebecca Fällström; [2023]
    Keywords : Commodity trading advisors; CTA; trend-following; momentum strategies; risk parity; equally weighted; Markowitz weights; optimization;

    Abstract : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. READ MORE

  5. 4. The Impact of International Buyer-Supplier Relationships on Sustainability Practices in the Ready-Made Garments Industry: A Case Study of Bangladesh

    University essay from Linnéuniversitetet/Institutionen för marknadsföring och turismvetenskap (MTS)

    Author : Farhana Haque; Fariha Ishrat Jahan; Jesmin Sabnam; [2023]
    Keywords : Sustainability; Buyer-Supplier Relationship; International Buyers; International Business; Bangladesh RMG;

    Abstract : In this research, we explore the impact of international buyer-supplier relationships on sustainability practices in the Ready-Made Garments (RMG) industry, concentrating specifically on the context of Bangladesh. The root of this investigation centers around unpacking the influence of global business interconnectivity on operational approaches at the supplier juncture, with a specific emphasis on sustainability. READ MORE

  6. 5. Quantitative Investment Strategies on the Swedish Stock Market

    University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Author : Jonatan Knutsson; Gabija Telešova; [2023]
    Keywords : Quantitative investment strategies; Quantitative trading strategies; Dividend yield strategy; EV EBITDA strategy; Momentum strategy; Equal-weighted portfolios; Value-weighted portfolios; Swedish stock market.;

    Abstract : This thesis explores the implementation of three quantitative investment strategies – the dividend yield strategy, the EV/EBITDA strategy, and the momentum strategy – within the Swedish stock market using Equal-Weighted Portfolios (EWP) and Value-Weighted Portfolios(VWP). The analysis is based on backtesting during the periods 2009 − 2022, 2001 − 2022, and 1992 − 2022, for each strategy respectively. READ MORE