Sökning: "Sofia Wärmlöf Helmrich"
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1. A Sober Walk Down Wall Street, Risks and Benefits of a Trend Following Strategy
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : This thesis examines an investment strategy referred to as trend following. We construct a rule-based trading algorithm, built solely on past prices and volatility, aiming at capturing trends in futures markets. LÄS MER
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