Sökning: "High probability trading"

Visar resultat 1 - 5 av 9 uppsatser innehållade orden High probability trading.

  1. 1. Västerås fem sydostligast blägna fornborgar

    Kandidat-uppsats, Uppsala universitet/Arkeologi

    Författare :Bengt Falck-Hornkullare; [2018]
    Nyckelord :arkeologi; fornborgar;

    Sammanfattning : The five south-eastern archaeological sites in the Västerås district were probably built about 3000 years ago, thus during the younger Bronze Age. Building of fortresses was very resource-intensive, requiring large resources of materials, crew and food as well as a management and organization. LÄS MER

  2. 2. The Risk of Mini Flash Crashes

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Tim Paulsson; [2017]
    Nyckelord :Mini Flash Crashes; Microstructure of Financial Markets; Inventory Management Effects; High Frequency Trading;

    Sammanfattning : This paper examines unique data on mini flash crashes in the American stock market in the time period ranging from 3 January 2006 to 3 February 2011. Data shows an autoregressive behaviour in the number of mini flash crashes (stock-day observations). However, the behaviour is complex and might differ a lot among individual stocks. LÄS MER

  3. 3. Strategies for High Frequency FX Trading - The choice of bucket size

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Malin Lunsjö; Malin Riddarström; [2017]
    Nyckelord :Highfrequency; FXtrading; Shiftedgeometricdistribution; MonteCarlo; Time Series Analysis; EWMA; Bucket size; TWAP.; Mathematics and Statistics;

    Sammanfattning : 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

  4. 4. Investeringsstrategi baserad på tekniska analysverkty : En studie som testar SMA, RSI och Stochastic Oscillators betydelse på den svenska aktiemarknaden

    Kandidat-uppsats, KTH/Matematisk statistik; KTH/Matematisk statistik

    Författare :Jonatan Hwang; Robert Ingre; [2016]
    Nyckelord :;

    Sammanfattning : Denna studie analyserar möjligheten att med utvalda parametrar: RSI, Stochastic Oscillator och SMA utforma en investeringsstrategi för den svenska aktiemarkanden. Målsättnigen är att strategin med stor sannolikhet ska generera en hög avkastning, oberoende av andra händelser. LÄS MER

  5. 5. Approximate computing for emerging technologies : Trading computational accuracy for energy efficiency

    Master-uppsats, Uppsala universitet/Institutionen för informationsteknologi

    Författare :Gustaf Borgström; [2015]
    Nyckelord :;

    Sammanfattning : CMOS is a technology that has been around for many years. Because of its low cost and high availability, it is highly optimized and the most used transistor alternative for computers. LÄS MER