Essays about: "directional strategy"

Showing result 1 - 5 of 21 essays containing the words directional strategy.

  1. 1. Dispersion Trading: A Way to Hedge Vega Risk in Index Options

    University essay from KTH/Matematik (Avd.)

    Author : Albin Irell Fridlund; Johanna Heberlein; [2023]
    Keywords : Dispersion Trading; Volatility Trading; Volatility Hedging; Vega Hedging; Option Trading; Back-testing; Liquidity provider; OMXS30 options; Index options; Spridningshandel; Volitilitetshandel; Volitilitetssäkring; Vega säkring; Optionshandel; Back-testing; Likviditetgivare; OMXS30 optioner; Index optioner;

    Abstract : Since the introduction of derivatives to the financial markets, volatility trading has emerged as a method for investors to make money in every market condition. In parallel with introducing derivatives to the financial markets, hedging methods have emerged and are today essential instruments for the liquidity providers active in the markets. READ MORE

  3. 2. Med bara åtta skördar kvar : genomförandet av handlingsplanen ÄT UPPsala län

    University essay from SLU/Dept. of Urban and Rural Development

    Author : Lovisa Lundén; [2023]
    Keywords : regional livsmedelsstrategi; ÄT UPPsala; samverkan;

    Abstract : Då den nationella livsmedelsstrategin antogs 2017 inleddes arbetet på länsnivå i Uppsala med att ta fram en regional livsmedelsstrategi. En styrgrupp bildades för att gemensamt arbeta mot de regionalt framtagna målen om ökad livsmedelsproduktion och produktionsvärde till och med 2030. READ MORE

  4. 3. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Isabella Mustén Ross; [2023]
    Keywords : Deep Learning; Long-Short-Term-Memory LSTM ; ARIMA; Financial Time Series Forecasting; Algorithmic Trading; Intraday Trading; Stock Prediction; Djupinlärning; LSTM; ARIMA; finansiella tidsserier; algoritmisk aktiehandel; intradagshandel; aktieprediktion;

    Abstract : Deep learning techniques have exhibited remarkable capabilities in capturing nonlinear patterns and dependencies in time series data. Therefore, this study investigates the application of the Long-Short-Term-Memory (LSTM) algorithm for stock price prediction in intraday quantitative trading using Swedish stocks in the OMXS30 index from February 28, 2013, to March 1, 2023. READ MORE

  5. 4. Microgrid Protection Strategies for the Swedish Power System

    University essay from Lunds universitet/Institutionen för energivetenskaper

    Author : Zalak Shah; [2023]
    Keywords : Microgrid; Protection; three-phase fault; earth fault; Technology and Engineering;

    Abstract : This thesis mainly focuses on the protection strategies of microgrids for the Swedish power system in the medium voltage distribution system and specifically on the three-phase fault and earth faults protection strategies. For the analysis of both faults, different grid-connected, and islanding operations are simulated using DIgSILENT Power Factory. READ MORE

  6. 5. A Study on Data-driven Methods for Selection and Evaluation of Beam Subsets in 5G NR

    University essay from Lunds universitet/Institutionen för elektro- och informationsteknik

    Author : Nic Ekman; Ilias Theodoros Skordas; [2022]
    Keywords : 5G; NR; telecom; telecommunications; ML; machine learning; algorithms; beam; widebeam; propagation; beamforming; subset; RAN; radio; radio environment; ericsson; Technology and Engineering;

    Abstract : 5G New Radio is the next generation of mobile networks and it comes with promises of ultra-high speeds, ultra-high reliability and ultra-low latency. This has posed a challenge for the engineers entrusted with the task of finding solutions which could fulfil the specification, and as a result, some promising areas have received increased attention in recent years. READ MORE