Essays about: "Trading Frequency"

Showing result 1 - 5 of 84 essays containing the words Trading Frequency.

  1. 1. Battery profit optimization

    University essay from Lunds universitet/Industriell elektroteknik och automation

    Author : Ebba Helfer; [2023]
    Keywords : Battery; 2nd life battery; Ancillary services; BESS; energy storage system; Technology and Engineering;

    Abstract : In the near future, a new market will form full of 2nd life batteries that are no longer suitable to use in electric vehicles. This since their capacity retention is too low after a few years of usage, as a consequence of two aging mechanisms; cycling aging and calendar aging. READ MORE

  3. 2. On Predicting Price Volatility from Limit Order Books

    University essay from Uppsala universitet/Matematiska institutionen

    Author : Reza Dadfar; [2023]
    Keywords : General Compound Hawkes Process; Limit Order Book LOB ; High- Frequency Trading; Price Volatility; Markov Chain.;

    Abstract : Accurate forecasting of stock price movements is crucial for optimizing trade execution and mitigating risk in automated trading environments, especially when leveraging Limit Order Book (LOB) data. However, developing predictive models from LOB data presents substantial challenges due to its inherent complexities and high-frequency nature. READ MORE

  4. 3. Stock Splits' Impact on Liquidity Under Current Market Conditions

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Ludvig Völcker; Lowiza Svensson; [2023]
    Keywords : Splits; Liquidity; Signaling; Optimal trading range; Nasdaq Stockholm;

    Abstract : This study examines whether stock splits still improve liquidity under current market conditions. To do so, we conduct three t-tests to examine changes in the bid-ask spread, turnover in relation to market capitalization, and Amivest Liquidity Ratio, around 64 share splits on Nasdaq Stockholm between 2013 and 2022, both for individual firms and on a general level. READ MORE

  5. 4. 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

  6. 5. Financial Literacy's Effect on Overconfidence

    University essay from Umeå universitet/Företagsekonomi

    Author : Christoffer Byfält; Jakob Tunved; [2023]
    Keywords : Financial Literacy; Overconfidence; Trading Frequency; Behavioral Finance; Better than average effect; Miscalibration;

    Abstract : The concept of behavioural finance has taken more ground concerning the traditional finance paradigm during the last decade. A vital part of the behavioural finance theorem is the subject of behavioural biases and the mistakes these biases have on private stock investors. READ MORE