Sökning: "Stop-loss"

Hittade 5 uppsatser innehållade ordet Stop-loss.

  1. 1. Mimicking Claimed Alpha Generating Strategies

    Master-uppsats, Linköpings universitet/Produktionsekonomi

    Författare :Patric Torén; [2023]
    Nyckelord :Momentum Strategy Mark Minervini Volume Excess return Nordic Market;

    Sammanfattning : This research paper focuses on the implementation and evaluation of Minervini's momentum analysis techniques in an algorithmic approach. The study aimed to assess the limitations and challenges associated with executing Minervini's strategy in an algorithmic trading system. LÄS MER

  3. 2. Downside deviation as a measure of identifying underperforming assets

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Alfred Askeljung; Andreas Möller; [2020]
    Nyckelord :;

    Sammanfattning : Quantitative approaches to achieving excess return are becoming increasingly popular as computational capabilities increase. Today, the main issue at hand is the development of accurate and reliable models for predicting the return of individual instruments. LÄS MER

  4. 3. Short-Term Stock Market Prediction Based on Candlestick Pattern Analysis

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

    Författare :Filip Martinssson; Ivan Liljeqvist; [2017]
    Nyckelord :technical analysis; rsi; candlestick patterns; trading;

    Sammanfattning : This study performs a comparative analysis and evaluates the impact of different Relative Strenght Index (RSI) and stop loss configurations on a trading algorithm based on candlesticks patterns. It is tested on both the Swedish OMXS30 market and the UK FTSE100 market. LÄS MER

  5. 4. PERFORMANCE OF STOP-LOSS RULES VS. BUY-AND-HOLD STRATEGY

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Garib Yusupov; Bergsveinn Snorrason; [2009]
    Nyckelord :Stop-loss; Trailing Stop-loss; Buy-and-Hold; Behavioral Finance; Strategy; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : The purpose of this study is to investigate the performance of traditional stop-loss rules and trailing stop-loss rules compared to the classic buy-and-hold strategy. The evaluation criteria of whether stop-loss strategies can deliver better results are defined as return and volatility. LÄS MER

  7. 5. Efficiency of Stop-Loss Rules: An Empirical Study of the Swedish Stock Market

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

    Författare :Robin Erdestam; Olof Stangenberg; [2008]
    Nyckelord :Stop-loss; Performance Evaluation; Trading Rules; High Frequency;

    Sammanfattning : Stop-loss rules, or predetermined policies for realizing losses based on past performance, are commonly used in the financial industry. Given the prevalence of these orders, we examine the efficiency of such stop-loss rules by measuring their marginal impact on expected return and risk, proxied by volatility, in comparison with the classic “buy-and-hold” portfolio strategy. LÄS MER