Sökning: "Quant fund"

Hittade 3 uppsatser innehållade orden Quant fund.

  1. 1. FX Trading Using Gaussian Processes

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Ahmed Daadooch; [2018]
    Nyckelord :Gaussian Process Regression; Trading; FX; Foreign Exchange; Machine Learning; Business and Economics;

    Sammanfattning : 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

  3. 2. Investment strategies and their performance - Do Hedge and Quant funds, as well as funds using Fundamental analysis, have different risk adjusted returns - and can any of them beat the market?

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Bobby Larsson; [2014]
    Nyckelord :Hedge fund; Fundamental fund; Quant fund; strategy; value; Business and Economics;

    Sammanfattning : This thesis investigates the performance of Hedge and Quant funds, as well as funds with a Fundamental approach (here called Value funds). The funds are also compared with a world index. Weekly data over a two year period (2011-2013), from about 25 funds out of every class, is used. LÄS MER

  4. 3. Kvantitativt förvaltade hedgefonder - En jämförelse mellan kvantitativt och traditionellt förvaltade hedgefonder

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Peter Arnström; Erik Hedlund; [2010]
    Nyckelord :economic systems; economic theory; econometrics; Economics; Jensens Alpha; Treynor ration; Quantitative management; risk adjusted return; Hedge funds; Sharpe Ratio; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : The purpose is to compare quantitatively managed funds with other hedge funds and the stock market to see if quant funds perform better than the other groups Methodology: A quantitative methodology is used to collect and analyze historical data over the fund group’s performance. The data is then applied to commonly used measures of performance to conduct the study. LÄS MER