Essays about: "position sizing"

Showing result 1 - 5 of 9 essays containing the words position sizing.

  1. 1. Mimicking Claimed Alpha Generating Strategies

    University essay from Linköpings universitet/Produktionsekonomi

    Author : Patric Torén; [2023]
    Keywords : Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Abstract : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. READ MORE

  3. 2. Conceptual Design of an Ekranoplan UAV

    University essay from KTH/Lättkonstruktioner, marina system, flyg- och rymdteknik, rörelsemekanik

    Author : Sheng-An Yu; [2022]
    Keywords : Ekranoplan; Unmanned ground effect vehicle UGEV ; vertical take-off and landing VTOL ; aircraft design; Ekranoplan; Obemannad markeffektfarkost UGEV ; Vertikal Start och Landning VTOL ; Flygplansdesign;

    Abstract : Unmanned aerial system (UAS) has developed into an important platform of high-altitude photography, which can be applied in animal studies, pollution forensics and geographic monitoring. This thesis work aims to design a unmanned ground effect vehicle (UGEV) in order to provide a much better and flexible solution to future applications. READ MORE

  4. 3. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes

    University essay from KTH/Matematik (Avd.)

    Author : Malkolm Larsson; Johan Lövgren; [2022]
    Keywords : The Turtle Trading Rules; Asset Management; Geometric Brownian Motion; Market Index; MSCI Index; Turtle Trading-reglerna; kapitalförvaltning; geometrisk brownsk rörelse; marknadsindex; MSCI-index;

    Abstract : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. READ MORE

  5. 4. Assessment of a Solar PV Re-Powering Project in Sweden Using Measured and Simulated Data

    University essay from Högskolan Dalarna/Energiteknik

    Author : Anukool Korde; [2017]
    Keywords : PV; Re-powering; PVsyst; SAM;

    Abstract : Re-powering solar PV plants is an upcoming discussion on the global stage. Although the respective component warranties indicate the time to change the system machinery, the methodology and justification for carrying this out are two aspects that need further study. The rooftop solar PV system on top of Dalarna University was re-positioned in 2014. READ MORE

  6. 5. Modelling a Solar Driven Absorption Heat Pump

    University essay from KTH/Tillämpad termodynamik och kylteknik

    Author : Pierre-Antoine Gigos; [2016]
    Keywords : Absorption Heat Pump; Solar Cooling; EES Model;

    Abstract : Absorption Heat Pumps (AHP) have been developed since the late 19th century. They enable to produce cooling and heating directly from a heat source, unlike Compression Heat Pumps that require mechanical work. READ MORE