Sökning: "mikael johansen"

Hittade 2 uppsatser innehållade orden mikael johansen.

1. 1. Pairs Trading, Cryptocurrencies and Cointegration : A Performance Comparison of Pairs Trading Portfolios of Cryptocurrencies Formed Through the Augmented Dickey Fuller Test, Johansen’s Test and Phillips Perron’s Test

   Kandidat-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Mikael Jurvelin Olsson; Andreas Hild; [2019]
   Nyckelord :Cointegration; Statistical arbitrage; Cryptocurrency; Pairs trading; Algorithmic trading;

   Sammanfattning : This thesis analyzes the performance and process of constructing portfolios of cryptocurrency pairs based on cointegrated relationships indicated by the Augmented Dickey-Fuller test, Johansen’s test and Phillips Peron’s test. Pairs are tested for cointegration over a 3-month and a 6-month window and then traded over a trading window of the same length. LÄS MER

3. 2. Tabulex, en algoritmutbrytning : Analys och jämförelse mellan objektorienterade språk

   M1-uppsats, Linnéuniversitetet/Institutionen för datavetenskap (DV)

   Författare :Carl Johansen; Mikael Andersson; [2017]
   Nyckelord :Tabulex; software; Java;

   Sammanfattning : Tabulex is a software produced and developed by IST AB that manages scheduling for schools. The purpose of this project was to extract an algorithm embedded in the software written inDelphi and translate it into Java. These languages share many similarities due to them bothbeing object oriented. LÄS MER