Sökning: "MACD"

Visar resultat 1 - 5 av 8 uppsatser innehållade ordet MACD.

  1. 1. Utilizing Machine Learning for Trading Algorithms Exploiting the Time Series Momentum Anomaly

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Martin Odenbrand; Sebastian Svensson Bromert; [2019]
    Nyckelord :Machine learning; time series momentum; moving average crossover; MACD; Hodrick-Prescott filter; random forest; pricing anomaly; computational finance; Mathematics and Statistics;

    Sammanfattning : Momentum or trend following investing refers to trading strategies constructed around the idea that in financial markets, the current trend will, more often then not, prevail. In the context of asset prices, this means that previous returns or the price development of an asset is indicative of similar future returns and price development. LÄS MER

  2. 2. An Empirical Analysis of the Profitability of Technical Analysis Across Global Markets - The Case of Equities, Commodities and Foreign Exchange Rates

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Ekman; [2017]
    Nyckelord :Technical Analysis; Efficient Market Hypothesis; Equity Market; Commodity Market; Foreign Exchange Market; Business and Economics;

    Sammanfattning : Four technical indicators are tested on 14 return-series, covering the years 2000 – 2016 and representing 3 different asset types: equity, commodity and currency, with a further division of equity into developed and developing markets. The indicators assessed are Moving Averages with fixed and variable holding periods, MACD, and RSI. LÄS MER

  3. 3. A comparative study of technicalindicator performances by stock sector : RSI, MACD, and Larry Williams %R applied to the Information Technology, Utilities, and Consumer Staples sectors.

    Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC); KTH/Skolan för datavetenskap och kommunikation (CSC)

    Författare :Claudius Sundlöf; Gustav Krantz; [2016]
    Nyckelord :;

    Sammanfattning : Technical indicators are used by experts in stock trading. The purpose of this report is to investigate whether or not some indicators perform better when applied to stocks of specific market sectors. LÄS MER

  4. 4. Algorithmic trading using MACD signals

    Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC); KTH/Skolan för datavetenskap och kommunikation (CSC)

    Författare :Andreas Falk; Johannes Moberg; [2014]
    Nyckelord :;

    Sammanfattning : Todays stock market is dominated by algorithmic trading either as helpful tool for trading decisions or as a fully automatic trader. We test howa fully automated trading algorithm using MACD signals as indicatorsperform on historical stock data. LÄS MER

  5. 5. Analysis of Moving Average Convergence Divergence(MACD) as a Tool of Equity Trading at the Karachi Stock Exchange

    Magister-uppsats, Blekinge Tekniska Högskola/Sektionen för management

    Författare :Abdul Waheed; [2013]
    Nyckelord :Finance; Equity Trading;

    Sammanfattning : The study is an effort to analyse Moving Average Convergence Divergence (MACD) as a tool of equity trading at the Karachi Stock Exchange.Technical Analysis is one of the methods that provide basis for decision making in equity trading.MACD is one of the variables of Technical Analysis. LÄS MER