Sökning: "wärmlöf helmrich"

Hittade 1 uppsats innehållade orden wärmlöf helmrich.

  1. 1. A Sober Walk Down Wall Street, Risks and Benefits of a Trend Following Strategy

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Truls Stattin; Sofia Wärmlöf Helmrich; [2014]
    Nyckelord :Trend following; Time series momentum; Divergent trading strategy; Futures;

    Sammanfattning : This thesis examines an investment strategy referred to as trend following. We construct a rule-based trading algorithm, built solely on past prices and volatility, aiming at capturing trends in futures markets. LÄS MER