Essays about: "intraday trading"

Showing result 16 - 20 of 29 essays containing the words intraday trading.

1. 16. Pivot Point Trading in the Foreign Exchange Market - A Test for Market Efficiency

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ola Johnsson; David Frykmer; [2019]
   Keywords : Pivot points; technical analysis; foreign exchange market; Business and Economics;

   Abstract : The foreign exchange (FX) market is today the world’s broadest, most active, financial market. One of many technical analysis techniques amongst professional FX traders, trying to narrow down the best entry and exit points in this market, is to utilize pivot points. READ MORE

3. 17. Momentum During Intraday. Trading Evidence from US NASDAQ

   University essay from Göteborgs universitet/Graduate School

   Author : Kristoffer Frösing; [2017-07-25]
   Keywords : Momentum; Contrarian; Relative strength; Intraday; Trading strategy; Abnormal returns;

   Abstract : Both momentum and contrarian strategies have shown to provide investors with high risk-adjusted returns when applied on daily, weekly and monthly data. This study examines the effect of the underreaction phenomenon on the US NASDAQ stock market between November 2016 and February 2017. READ MORE

4. 18. Impact of Swiss intraday electricity market introduction on day-ahead prices and traded volume

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Martin Patek; Victor Lisnic; [2017]
   Keywords : Electricity prices; Intraday market; Realized variance; Jumps; GARCH;

   Abstract : The introduction of the electricity intraday market in Switzerland on June 26, 2013 provides an opportunity to evaluate the market performance outcomes if an intraday market is added to a day-ahead market. We hypothesize that the introduction of an intraday market in Switzerland has resulted in a decrease in price volatility, volume volatility and traded volume on the day-ahead market. READ MORE

5. 19. Algorithmic Trading Based on Hidden Markov Models — Hidden Markov Models as a Forecasting Tool When Trying to Beat the Market

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Josephine Cuellar Andersson; Linus Fransson; [2016-06-29]
   Keywords : Hidden Markov Model; prediction; forecast; finance; algorithmic trading; OMXS30.;

   Abstract : Introduction – All actors in the financial market strive towards earning risk-adjusted excess return. The recent decades new technology development have revolutionised financial markets and today’s actors are using advanced computer technology to develop trading algorithms in the pursue of earning excess returns. READ MORE

6. 20. Money Management Using the Kelly Criterion : An Application of the Kelly Criterion on an Intraday Trading Strategy Based on the Swedish Stock Market Index OMXS30

   University essay from Umeå universitet/Nationalekonomi

   Author : Mårten Hagman; [2015]
   Keywords : ;

   Abstract : .... READ MORE