Sökning: "High-frequency trading"
Visar resultat 16 - 20 av 66 uppsatser innehållade orden High-frequency trading.
16. Flash-krascher : Ett allvarligt problem på Stockholmsbörsen?
Kandidat-uppsats, Linköpings universitet/NationalekonomiSammanfattning : Titel: Flash-krascher – ett allvarligt problem på Stockholmsbörsen? Författare: Madelene Söderström & Sebastian Roth Handledare: Bo Sjö Ämne: Nationalekonomi – Kandidatuppsats inom finans Syfte: Syftet med arbetet är att fördjupa förståelsen kring flash-krascher och vilken påverkan dessa har på handeln av värdepapper som sker på Stockholmsbörsen. Vi hoppas också att studien ger en klarare bild av hur flash-krascher påverkar olika aktörer med koppling till aktiehandeln i Sverige. LÄS MER
17. Trading algorithms for high-frequency currency trading
Master-uppsats, Umeå universitet/Institutionen för fysikSammanfattning : This thesis uses modern portfolio theory together with machine learning techniques to generate stable portfolio returns over eleven currency pairs with spreads included. The backtests show that support vector machine predicted future returns better than neural network and linear regression. LÄS MER
18. The impact of high-frequency trading on the Swedish stock market – based on liquidity and volatility
Magister-uppsats, Linköpings universitet/NationalekonomiSammanfattning : This paper studies how high-frequency trading (HFT) affects the Swedish stock market quality based on volatility and liquidity measures. Previous studies show ambiguous results where a few propose that HFT deteriorates market quality by increasing volatility and decreasing liquidity while some studies point in the opposite direction. LÄS MER
19. FX Trading Using Gaussian Processes
Master-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : Machine learning and its application within finance have gained popularity the last decade. The traditional trading roles are changing rapidly and are being increasingly automated with algorithmic trading strategies, by proprietary trading firms, market makers, and other financial institutions. LÄS MER
20. Zero-Inflated Hidden Markov Models and Optimal Trading Strategies in High-Frequency Foreign Exchange Trading
Master-uppsats, KTH/Matematisk statistikSammanfattning : The properties of high-frequency foreign exchange markets and how well they can be modeled using Hidden Markov Models will be studied in this thesis. Specifically, a Zero-inflated Poisson HMM will be implemented and evaluated for high-frequency price data for the EURSEK exchange rate. LÄS MER