Sökning: "moving averages"

Visar resultat 1 - 5 av 11 uppsatser innehållade orden moving averages.

  1. 1. Developing Markov chain models for train delay evolution in winter climate

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Frej Sundqvist; [2021]
    Nyckelord :Markov chains; Train delay;

    Sammanfattning : The traffic on Swedish railways is increasing and punctuality is of important matter for both passenger and freight trains. The problem of modeling train delay evolution is complex since conflicts between trains can occur and since a delay can have a wide variety of causes. Swedish railways faces in addition harsh winter climate. LÄS MER

  2. 2. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Alan Dari Lindahl; Jan Wiki; [2020-07-07]
    Nyckelord :momentum; momentum crash; echo; trend; moving averages; cross-section; downside risks; predictability; factor models; turnover; transaction costs;

    Sammanfattning : MSc in Finance.... LÄS MER

  3. 3. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Erik Nordin; [2020]
    Nyckelord :Efficient market hypothesis; weak-form efficiency; Swedish stock market; technical analysis; Monte Carlo simulation; Business and Economics;

    Sammanfattning : Under the theory of weak-form market efficiency, present day stock prices reflect all historical data. As a result, the use of technical analysis should not be able to outperform a buy-and-hold strategy of a general market index. LÄS MER

  4. 4. Momentumeffekten på den svenska Large Cap marknaden och verktyg för identifiering av trender i marknaden,

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategi

    Författare :Johannes Vestin; [2017]
    Nyckelord :Momentum effect; Trend filter; Trend indicator; Monthly Moving Averages; Large Cap;

    Sammanfattning : The Swedish Large Cap stock market exhibit short to medium term return continuation in stock prices. Between 2000 and 2017 the momentum strategy "buy and hold" 12/3 bought the top 10 % Swedish Large Cap stocks based on the previous 12 months price development and held the stocks for 3 months to then be repeated. LÄS MER

  5. 5. 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