Essays about: "valutahandel"

Found 4 essays containing the word valutahandel.

1. 1. Automated Triangular Arbitrage: : A Trading Algorithm for Foreign Exchange on a Cryptocurrency Market

   University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

   Author : Sanghyun Bai; Fred Robinson; [2019]
   Keywords : blockchain; cryptocurrency; arbitrage; foreign exchange; trading algorithm; optimization; java;

   Abstract : This project uses software development to investigate the link between software and finance. The focus of the work is developing and implementing a trading algorithm which seeks to make profit by making trades based on arbitrage opportunities between currencies. READ MORE

3. 2. FX Trading Using Gaussian Processes

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Ahmed Daadooch; [2018]
   Keywords : Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

   Abstract : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. READ MORE

4. 3. Zero-Inflated Hidden Markov Models and Optimal Trading Strategies in High-Frequency Foreign Exchange Trading

   University essay from KTH/Matematisk statistik

   Author : Joel Berhane; [2018]
   Keywords : ;

   Abstract : The properties of high-frequency foreign exchange markets and how well they can be modeled using Hidden Markov Models will be studied in this thesis. Specifically, a Zero-inflated Poisson HMM will be implemented and evaluated for high-frequency price data for the EURSEK exchange rate. READ MORE

5. 4. Optimising Emerging Market Currency Carry Trades using Risk Indicators

   University essay from KTH/Industriell ekonomi och organisation (Inst.)

   Author : Wiktor Mlynarczyk; Mattias Berggren; [2015]
   Keywords : currency carry trade; emerging markets; risk indicator; valutahandel; tillväxtmarknader; riskindikator;

   Abstract : The currency carry trade – whereby one simultaneously borrows in a currency with low interest rate and invests in a currency with high interest rate – is estimated to be at least USD 2.0 trillion in emerging markets alone. READ MORE