Essays about: "intraday trading"

Showing result 21 - 25 of 29 essays containing the words intraday trading.

  1. 21. Intraday Analysis & Prediction of Volume Distribution on the Stockholm Stock Exchange : An exploratory study of volume distribution and automated trading

    University essay from KTH/Matematisk statistik

    Author : Henrik Ribom; Mathias Sjöberg; [2015]
    Keywords : Trade Volume; Regression; Prediction Mixed Beta Distribution; Handels volym; Regression; Prediktion Mixad beta fördelning;

    Abstract : The purpose of this study is to create a model of prediction for the volume distribution. Due to the lack of previous studies on the subject, an exploratory approach is used, with the purpose of serving as a proof of concept for further research. READ MORE

  3. 22. Intraday Momentum : Day trading on the gold futures market using Opening Range Breakouts and GARCH

    University essay from Umeå universitet/Nationalekonomi

    Author : Tobias Sönnert; [2015]
    Keywords : ;

    Abstract : .... READ MORE

  4. 23. Earnings announcements and Intraday Volatility -a study of Nasdaq OMX Stockholm

    University essay from Göteborgs universitet/Graduate School

    Author : Elin Andersson; Simon Thörn; [2014-07-23]
    Keywords : ;

    Abstract : In this study, we investigate how the trading and its corresponding volatility appear after the release of financial reports. The focus is whether financial reports released on trading time appears to have a higher volatility relative to reports released off trading time; this makes the efficient market theory developed by Fama (1970) a cornerstone throughout this study. READ MORE

  5. 24. a Data-Warehouse Solution for OMS Data Management

    University essay from Institutionen för datavetenskap

    Author : Mikael Öhman; [2013]
    Keywords : ;

    Abstract : A database system for storing and querying data of a dynamic schema has been developed based on the kdb+ database management system and the q programming language for use in a financial setting of order and execution services. Some basic assumptions of mandatory fields of the data to be stored are made including that the data are time-series based. READ MORE

  6. 25. Optimization importance in high-frequency algorithmic trading

    University essay from Akademin för utbildning, kultur och kommunikation

    Author : Vadim Suvorin; Dmytro Sheludchenko; [2012]
    Keywords : Trading strategies; algorithmic trading; optimization; futures; stock markets; high frequency trading;

    Abstract : The thesis offers a framework for trading algorithm optimization and tests statistical and economical significance of its performance on American, Swedish and Russian futures markets. The results provide strong support for proposed method, as using the presented ideas one can build an intraday trading algorithm that outperforms the market in long term. READ MORE