Sökning: "moving averages"
Visar resultat 11 - 15 av 21 uppsatser innehållade orden moving averages.
11. Developing Markov chain models for train delay evolution in winter climate
Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysikSammanfattning : 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
12. Momentum and Trend in Sweden: Enhancing profits and limiting downside risk by using indicators from different time horizons
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Although being one of the most robust anomalies ever discovered, the momentum factor occasionally suffer big losses during market recessions periods. We apply and compare different factor models, and find that when sorting the momentum factor on prior 2-6 months it earns a higher average monthly return compared to the common sorting on prior 2-12 months. LÄS MER
13. Applying Technical Trading Rules to Evaluate Weak-form Efficiency on the Swedish Stock Market
Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionenSammanfattning : 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
14. Momentumeffekten på den svenska Large Cap marknaden och verktyg för identifiering av trender i marknaden,
C-uppsats, Handelshögskolan i Stockholm/Institutionen för marknadsföring och strategiSammanfattning : 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
15. 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 institutionenSammanfattning : 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
