Sökning: "Vadim Suvorin"

Hittade 1 uppsats innehållade orden Vadim Suvorin.

  1. 1. Optimization importance in high-frequency algorithmic trading

    Magister-uppsats, Akademin för utbildning, kultur och kommunikation

    Författare :Vadim Suvorin; Dmytro Sheludchenko; [2012]
    Nyckelord :Trading strategies; algorithmic trading; optimization; futures; stock markets; high frequency trading;

    Sammanfattning : The thesis offers a framework for trading algorithm optimization and tests statistical and economical significance of its performance on American, Swedish and Russian futures markets. The results provide strong support for proposed method, as using the presented ideas one can build an intraday trading algorithm that outperforms the market in long term. LÄS MER