Sökning: "Algorithmic Trading"

Visar resultat 6 - 10 av 56 uppsatser innehållade orden Algorithmic Trading.

  1. 6. Mimicking Claimed Alpha Generating Strategies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

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

    Sammanfattning : 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. LÄS MER

  3. 7. Federated Learning with FEDn for Financial Market Surveillance

    Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/Avdelningen för beräkningsvetenskap

    Författare :Isak Voltaire Edoh; [2022]
    Nyckelord :machine learning; federated learning; privacy; market surveillance; financial markets; fraud detection; spoofing; market abuse; market manipulation; LSTM; FEDn;

    Sammanfattning : Machine Learning (ML) is the current trend that most industries opt for to improve their business and operations. ML has also been adopted in the financial markets, where well-funded financial institutions employ the latest ML algorithms to gain an advantage on the market. LÄS MER

  4. 8. Reinforcement Learning for Market Making

    Master-uppsats, KTH/Matematisk statistik

    Författare :Simon Carlsson; August Regnell; [2022]
    Nyckelord :Reinforcement learning; Market making; Deep reinforcement learning; Limit order book; Algorithmic trading; High-frequency trading; Machine learning; Artificial intelligence; Q-learning; DDQN; Förstärkningsinlärning; Market making; Djup förstärkningsinlärning; Limitorderbok; Algoritmisk handel; Högfrekvenshandel; Maskininlärning; Artificiell intelligens; Q-learning; DDQN;

    Sammanfattning : Market making – the process of simultaneously and continuously providing buy and sell prices in a financial asset – is rather complicated to optimize. Applying reinforcement learning (RL) to infer optimal market making strategies is a relatively uncharted and novel research area. LÄS MER

  5. 9. PET-Exchange: A Privacy Enhanced Trading Framework : A Framework for Limit-Order Matching using Homomorphic Encryption in Trading

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Jacob Wahlman; [2022]
    Nyckelord :Homomorphic Encryption; Privacy; Securities Exchange; Privacy Enhancing Technologies;

    Sammanfattning : Over the recent decades, an increasing amount of new traders has entered the securities markets in order to trade securities such as stocks and bonds on electronic and physical exchanges. This increase in trader activity can largely be attributed to a simpler trading process including the growth of the electronic securities exchanges allowing for more dynamic and global trading platforms. LÄS MER

  7. 10. Deep Learning Methods for Recovering Trading Strategies

    Kandidat-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Erik Emtell; Oliver Spjuth; [2022]
    Nyckelord :Deep Learning; Recurrent Neural Network; Convolutional Neural Network; WaveNet; Ensemble Methods; Stacking; Bagging; Transfer Learning; Algorithmic Trading;

    Sammanfattning : The aim of this paper is first of all to determine whether deep learning methods can recover trading strategies based on historical price and volume data, with scarcity of real data in mind. The second aim is to evaluate the methods to generate a deep learning blueprint for strategy extraction. LÄS MER