Sökning: "macd"

Visar resultat 1 - 5 av 10 uppsatser innehållade ordet macd.

  1. 1. Momentum Strategies in Commodity Futures Market: A Quantitative study

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Företagsekonomi

    Författare :Jino Badinson; Alfred Gunnarsson; [2023]
    Nyckelord :Momentum Effect; Contrarian Effect; Investment Strategy; Commodity Futures; Efficient Market Hypothesis; Behavioral Finance Theory;

    Sammanfattning : This study employs a quantitative approach to investigate the momentum phenomenon in the commodity futures market. The study captures the phenomenon using two momentum indicators, namely, MACD and RSI, and extends the scope of indicator utilization to both joint and single usage. LÄS MER

  3. 2. Profitability of Technical Trading Strategies in the Swedish Equity Market

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Azmain Alam; Gustav Norrström; [2021]
    Nyckelord :Trading; Technical analysis; stocks; stonks; Equity markets; abnormal returns; moving average; RSI; relative strength index; MACD; moving average convergence divergence; Trading; teknisk analys; aktier; aktiemarknaden; överavkastning; glidande medelvärde; RSI; relative strength index; MACD; moving average convergence divergence;

    Sammanfattning : This study aims to see if it is possible to generate abnormal returns in the Swedishstock market through the use of three different trading strategies based on technicalindicators. As the indicators are based on historical price data only, the study assumesweak market efficiency according to the efficient market hypothesis. LÄS MER

  4. 3. Utilizing Machine Learning for Trading Algorithms Exploiting the Time Series Momentum Anomaly

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Martin Odenbrand; Sebastian Svensson Bromert; [2019]
    Nyckelord :Machine learning; time series momentum; moving average crossover; MACD; Hodrick-Prescott filter; random forest; pricing anomaly; computational finance; Mathematics and Statistics;

    Sammanfattning : Momentum or trend following investing refers to trading strategies constructed around the idea that in financial markets, the current trend will, more often then not, prevail. In the context of asset prices, this means that previous returns or the price development of an asset is indicative of similar future returns and price development. LÄS MER

  5. 4. An Empirical Analysis of the Profitability of Technical Analysis Across Global Markets - The Case of Equities, Commodities and Foreign Exchange Rates

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Nils Ekman; [2017]
    Nyckelord :Technical Analysis; Efficient Market Hypothesis; Equity Market; Commodity Market; Foreign Exchange Market; Business and Economics;

    Sammanfattning : Four technical indicators are tested on 14 return-series, covering the years 2000 – 2016 and representing 3 different asset types: equity, commodity and currency, with a further division of equity into developed and developing markets. The indicators assessed are Moving Averages with fixed and variable holding periods, MACD, and RSI. LÄS MER

  7. 5. A comparative study of technicalindicator performances by stock sector : RSI, MACD, and Larry Williams %R applied to the Information Technology, Utilities, and Consumer Staples sectors.

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

    Författare :Claudius Sundlöf; Gustav Krantz; [2016]
    Nyckelord :;

    Sammanfattning : Technical indicators are used by experts in stock trading. The purpose of this report is to investigate whether or not some indicators perform better when applied to stocks of specific market sectors. LÄS MER