Sökning: "Noise trading"

Visar resultat 1 - 5 av 20 uppsatser innehållade orden Noise trading.

  1. 1. Tackling Non-Stationarity in Reinforcement Learning via Latent Representation : An application to Intraday Foreign Exchange Trading

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Adriano Mundo; [2023]
    Nyckelord :Reinforcement Learning; Latent Representation; VAE; Non-Stationary; FQI; FX Trading; Förstärkningsinlärning; Latent representation; VAE; Icke-stationär; FQI; FX handel;

    Sammanfattning : Reinforcement Learning has applications in various domains, but the typical assumption is of a stationary process. Hence, when this hypothesis does not hold, performance may be sub-optimal. LÄS MER

  3. 2. Not Just Noise: An Empirical Study of Irrational Noise Trading and its Role in Financial Markets

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

    Författare :Valter Ehrström; Linus Sigurdson; [2022]
    Nyckelord :Microstructure theory; Noise trading; Retail trading; Sports; Transaction costs;

    Sammanfattning : This paper explores the role of irrational 'noise' traders in financial markets. Theory suggests that a lower share of irrational or uninformed trading in the market should lead to higher adverse selection costs, and that irrational trading should be more susceptible to exogenous, non-economic events that capture traders' time and attention. LÄS MER

  4. 3. Influencers kurspåverkan genom en social handelsplattform : En eventstudie på Shareville

    Kandidat-uppsats, Uppsala universitet/Företagsekonomiska institutionen

    Författare :Oskar Vilhelm Isaksson; Fredrik Eriksson Olebratt; [2022]
    Nyckelord :Finance; Social trading platforms; Shareville; Abnormal return; Abnormal trading volume; Finansiering; Sociala handelsplattformar; Shareville; Abnormal avkastning; Abnormal handelsvolym;

    Sammanfattning : Sociala medier har blivit snabbt växande plattformar där människor kan diskutera, dela och inte minst erhålla information om aktuella ämnen. Framgången för sociala medier är ett tydligt tecken på människors växande intresse för åsiktsutbyte. LÄS MER

  5. 4. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Malkolm Larsson; Johan Lövgren; [2022]
    Nyckelord :The Turtle Trading Rules; Asset Management; Geometric Brownian Motion; Market Index; MSCI Index; Turtle Trading-reglerna; kapitalförvaltning; geometrisk brownsk rörelse; marknadsindex; MSCI-index;

    Sammanfattning : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. LÄS MER

  7. 5. Singular Value Decomposition as a Method for Analyses and Forecasts of Financial Data

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Axel Gustavsson; [2021]
    Nyckelord :Singular value decomposition; Technical analysis; Trading strategy; Finance; Business and Economics;

    Sammanfattning : This paper examines the sufficiency of a trading method based on singular value decomposition (SVD) of past stock prices. The SVD method is frequently used as a tool to reduce data noise, compress big-data, and analyse data components. Hence, the method is well suited to form a ground for a predictive tool of price developments. LÄS MER