Essays about: "long short portfolio"
Showing result 6 - 10 of 82 essays containing the words long short portfolio.
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6. Structural Review and Performance Evaluation of Real Estate Tokens
University essay from KTH/Fastighetsekonomi och finansAbstract : This thesis study includes quantitative and qualitative research on real estate tokens, one of the leading security tokens. Security tokens, which are based on blockchain technology, are rapidly becoming widespread as new era investment products. Real estate tokens have long stood out as one of the most popular of these tokens. READ MORE
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7. Dispersion Trading: A Way to Hedge Vega Risk in Index Options
University essay from KTH/Matematik (Avd.)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
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8. An Artificial Neural Network Approach to Algorithmic Trading
University essay from Lunds universitet/Matematisk statistikAbstract : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. READ MORE
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9. LSTM-based Directional Stock Price Forecasting for Intraday Quantitative Trading
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)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
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10. Managing a diversified business model portfolio : A digital platform company perspective
University essay from Uppsala universitet/Företagsekonomiska institutionenAbstract : In parallel with the popularization and widespread diffusion of the internet, interest in the concept of different business models (BM) has increased dramatically, attracting the attention of both scholars and managers alike (Dodgson, Gann and Phillips, 2013). As a result, an increasing number of businesses decide to establish themselves and compete in the digital arena (Lee, 2001); many of which are employing what is called a platform model capitalizing on the ability to operate with several BMs simultaneously (Gu, Kannan and Ma, 2018; Aversa, Haefliger, Hueller and Reza, 2021). READ MORE