Sökning: "Algorithmic trading systems"
Visar resultat 6 - 6 av 6 uppsatser innehållade orden Algorithmic trading systems.
6. Trading strategies with market impact constraints – A case study at SEB
M1-uppsats, Lunds universitet/ProduktionsekonomiSammanfattning : Purpose of the master thesis is to develop an algorithmic trading model for a single asset, which is well functioning on the Scandinavian market. Deliverables: The main focus has been towards creating an indicating model to quantify market impact, cost of trading and model an efficient trading frontier. LÄS MER