Sökning: "TWAP."
Hittade 3 uppsatser innehållade ordet TWAP..
1. Predicting Cryptocurrency Prices with Machine Learning Algorithms: A Comparative Analysis
Kandidat-uppsats, Blekinge Tekniska Högskola/Institutionen för datavetenskapSammanfattning : Background: Due to its decentralized nature and opportunity for substantial gains, cryptocurrency has become a popular investment opportunity. However, the highly unpredictable and volatile nature of the cryptocurrency market poses a challenge for investors looking to predict price movements and make profitable investments. LÄS MER
2. Strategies for High Frequency FX Trading - The choice of bucket size
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : This thesis aims at developing and evaluating a model for high frequency foreign exchange data, that beats the TWAP benchmark the majority of the time. This is done by dividing the total order time into smaller time buckets and trading a smaller quantity of the total order volume in each bucket. LÄS MER
3. Algorithmic Trading and Benchmarks: A study of the Swedish market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Algorithmic trading has grown in popularity over the last few years. The large financial centres of the world are leading the development of this new kind of trading. We investigate the development of algorithmic trading in Stockholm by conducting interviews with major institutions on the financial market. LÄS MER