Essays about: "trading etf"

Showing result 1 - 5 of 8 essays containing the words trading etf.

  1. 1. Predicting the Movement of the S&P 500 Index using Machine Learning

    University essay from Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionen

    Author : Bakary Bah; [2023]
    Keywords : Machine Learning; S P 500 Index; Random Forest; Logistic Regression; Business and Economics;

    Abstract : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. READ MORE

  3. 2. Investor perception of algorithms: A study on Swedish retail investors' perception of algorithms in quantitative exchange traded funds

    University essay from Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Author : Isak Andersson; Veronica Törnbom; [2021]
    Keywords : ETFs; Algorithms; Bullshit; Nonsense mathematics; Decision-making;

    Abstract : ETFs are increasing in popularity, enabling short-term trading to a much higher degree than mutual funds. The ETFs with the highest average management fee are those utilising quantitative models. This incentivises providers to market such products as they earn a higher kickback commission from quantitative ETF sales than they do others. READ MORE

  4. 3. Trading Volatility : Trading strategies based on the VIX term structure.

    University essay from Umeå universitet/Företagsekonomi

    Author : Oskar Fransson; Henrik Mark Almqvist; [2020]
    Keywords : Volatility; VIX futures; VIX ETP; VIX ETF; VIX ETN; VIX index; VIX term structure; VIX trading; Volatility trading; Contango; Backwardation; Roll yield; Options; Futures;

    Abstract : This study investigates how term structure dynamics of VIX futures can be exploited forabnormal returns. To be able to access volatility as a tradeable asset, the trading strategiesonly trades ETFs which are designed to replicate the movements of VIX futures index. READ MORE

  5. 4. Does ETF Ownership Increase Stock Volatility?

    University essay from

    Author : Daniel Bysted; John Lundkvist; [2019-07-05]
    Keywords : Exchange Traded Fund; Stock Volatility; EFT ownership; Arbitrage;

    Abstract : Exchange Traded Funds (ETFs) are supposed to be priced equal to the net asset value of their underlying stocks, if not, opportunities of arbitrage occur and are quickly corrected by arbitrageurs. When a demand or liquidity shock hits the ETF market, the price of the underlying stocks are affected due to arbitrage trading. READ MORE

  6. 5. ETFs and Volatility - An empirical study in the Swedish stock market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lukas Bantle; Nikolai Doepel; [2019]
    Keywords : ETF; volatility; arbitrage; noise; price discovery;

    Abstract : ETFs have experienced tremendous growth and with it have gained increased relevance in the market over the last decade. Because of their special characteristics and close connection to their underlying securities, ETFs may propagate liquidity shocks through arbitrage channels into their underlying securities and thus increase the volatility of these securities. READ MORE