Oljederivat en möjlighet på de finansiella marknaderna, men till vilket pris? : En handelsstrategi baserad på glidande medelvärde och korrelation
Sammanfattning: Within the financial market, there are several issues emerging. One of them is the problem with earning money due to the market being prospective. On these markets there are various tools which can be used to predict how the prices will move in the future. Thus, the purpose of this paper was to create a market strategy through a so-called technical analysis and where placements were made using the derivative Contract-for-difference. The strategy used the moving average to generate buy- and selling signals on the price of oil. Furthermore, this was combined with the potential negative correlation between oil and exchange rates in a model to try to create return in both directions. The main aim with the strategy was to generate higher return comparing the buy-and-hold strategy. This model utilized the negative relations of the variables and the moving average in oil. That created the possibility for placements to develop positive return in both directions. Results implies that the strategy produced a sever higher return than the classic buy-and-hold strategy did. Nevertheless, to a higher risk which could indicate the strategy to be unreliable.
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