Sökning: "Algorithmic trading systems"

Visar resultat 6 - 6 av 6 uppsatser innehållade orden Algorithmic trading systems.

  1. 6. Trading strategies with market impact constraints – A case study at SEB

    M1-uppsats, Lunds universitet/Produktionsekonomi

    Författare :Martin Martinsson; Gustaf Tegell; [2007]
    Nyckelord :Market Impact; Pre Trade Analysis; Timing Risk; Optimal Trading Trajectories; Trading; Expected Cost; Variance of Cost; Temporary Market Impact; Permanent Market Impact. ; Technology and Engineering;

    Sammanfattning : 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