Essays about: "trading strategy"

Showing result 26 - 30 of 252 essays containing the words trading strategy.

1. 26. High-Frequency Market Reactions to Unscheduled Stock-Speci c News- An Empirical Analysis of the Intraday Market Dynamics of the Stockholm Stock Exchange

   University essay from Göteborgs universitet/Graduate School

   Author : Olle Ekesryd; Tom Carlson; [2022-06-29]
   Keywords : unscheduled news; intraday; e cient market hypothesis; high-frequency trading; sentiment analysis;

   Abstract : This study examines the e ect of unscheduled stock-speci c news on stock char- acteristics of the Swedish stock market and evaluates the opportunity of con- structing a news trading strategy. It especially focuses on volume and volatility reactions between sixty minutes prior to and after the news releases. READ MORE

3. 27. Rational Exuberance: Hedge fund trading strategy in bubbles

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Jacob Gren; Elin Söderlund; [2022]
   Keywords : Hedge Funds; Stock Bubbles; Positive Feedback Strategy; Mispriced Securities;

   Abstract : This paper examines hedge fund trading strategy in seven bubbles and concludes that hedge funds apply different strategies for different bubbles. We analyze hedge funds' long positions in bubble stocks. Further, we run a regression to account for any short positions. READ MORE

4. 28. Signal detection of FX Fixing events

   University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

   Author : Anton Sjöström; [2022]
   Keywords : Machine learning; Deep learning; Trading; Time series;

   Abstract : This master thesis investigates the price dynamics of two currency pairs, GBP/USD and EUR/GBP, during the event called the “London 4 PM Fix”, which is a daily event. The dynamics of this event is understood by first creating a mathematical model to find the theoretical optimal trading strategy given a number of assumptions. READ MORE

5. 29. Volatility Timing using Machine Learning - An Application to a Signal Based Portfolio

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Filippa Lövgren; Julian Marvin Ulmer; [2022]
   Keywords : Machine Learning; Support Vector Machines; VIX; Volatility Timing; Portfolio Construction; Business and Economics;

   Abstract : Recent events such as the covid-19 pandemic and the Russian-Ukrainian war have led to a tremendous increase in volatility, making financial markets riskier for investors. To see whether investors can counteract or profit from such risk, we develop a volatility timed trading strategy. READ MORE

6. 30. The cornerstone of EU climate policy: does it impact innovation? Long-term evidence from the Swedish Pulp and Paper Industry

   University essay from Lunds universitet/Ekonomisk-historiska institutionen

   Author : Simon Wiklander; [2022]
   Keywords : Environmental Policy; Carbon Pricing; Emissions Trading System; Hicks Induced Innovation Hypothesis; Emissions Reduction; Pulp and Paper Industry; Social Sciences;

   Abstract : The EU Emissions Trading System (ETS) is a cornerstone of the union’s strategy to mitigate climate change and innovation is integral to emissions reduction, as well as an aim of the policy. To study if the EU ETS is associated with increased innovation, the Swedish Pulp and Paper Industry (PPI) poses an interesting case. READ MORE