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Hittade 2 uppsatser som matchar ovanstående sökkriterier.

1. 1. 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

3. 2. Wall Street Voodoo Economics : Investment Strategy Backtesting

   Magister-uppsats, IHH, Nationalekonomi

   Författare :Marcus Davidsson; [2006]
   Nyckelord :technical analysis; moving averages;

   Sammanfattning : From efficient market theory we know that there is no such a thing as a free lunch. If you want higher returns then you also have to take on higher risk. LÄS MER