Sökning: "Sharpe Ratio and Trading"
Visar resultat 1 - 5 av 28 uppsatser innehållade orden Sharpe Ratio and Trading.
1. Predicting the Movement of the S&P 500 Index using Machine Learning
Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen; Lunds universitet/Statistiska institutionenSammanfattning : Predicting the stock market has been a longstanding topic of interest in financial research. It is regarded as a highly challenging but important task given the vital role the financial markets play in shaping the global economies. In this thesis, the goal is to predict the movement of the S&P 500 Index using machine learning methods. LÄS MER
2. A Quantitative Framework for Constructing a Multi-Asset CTA with a Momentum-Based Approach
Uppsats för yrkesexamina på avancerad nivå, Uppsala universitet/DatalogiSammanfattning : Commodity Trading Advisors (CTAs) have gained popularity due to their abilities to generate an absolute return strategy. Little is known about how CTAs work and what variables are important to tune in order to create a profitable strategy. LÄS MER
3. A Study on Algorithmic Trading
Kandidat-uppsats, KTH/Hälsoinformatik och logistikSammanfattning : Algorithms have been used in finance since the early 2000s and accounted for 25% of the market around 2005. In this research, algorithms account for approximately 85% of the market. The challenge faced by many investors and fund managers is beating the Swedish market index OMXS30. LÄS MER
4. An Artificial Neural Network Approach to Algorithmic Trading
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : The field of machine learning has advanced significantly in recent decades, and, at the same time, computational power has improved to the point where training large machine learning models, such as artificial neural networks, is now accessible. Consequently, there has been a rise in the use of these models within the financial sector, with some firms leveraging them to assist with investment decisions. LÄS MER
5. Examination of AI-based ESG-scores as a valid source of alpha in the Swedish investing landscape
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : Investing based on environmental, social, and governmental (ESG) criteria has grown rapidly in recent years. The trend has been driven by both an increased interest in sustainability, and the fact that ESG related corporate events have been shown to influence stock prices. LÄS MER