Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"Quantitative trading"”.
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An empirical analysis of quantitative trading strategies
… of the electronic exchanges, decreasing trading costs and heating-up competition in financial investment industry, quantitative trading strategies or quantitative trading rules have been evolving rapidly in a few decades. They challenge the Efficient Market Hypothesis by trying to …
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Learning time series data using cross correlation and its application in bitcoin price prediction
In this work, we developed an quantitative trading algorithm for bitcoin that is shown to be profitable. The algorithm establishes a framework that combines parametric variables and non-parametric variables in a logistical regression model, capturing information in both the static states and the …
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Uusing the KDJ as a trading strategy on biotech companies
Mean Reversion is the most commonly used model in quantitative trading. This model is associated with several factors, like ma5 and ma10 line. These factors are the most significant in stock markets. However, the disadvantages of this model are lag and inaccuracy. In this research, we get the …
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Developing high-frequency equities trading models
… to generate alpha, given that most of the known quantitative trading strategies are implemented in two different types of time frames: either on the statistical arbitrage typical type of time frames (with valuation horizons and trading periods in the order of days or weeks to maybe even months), …
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Machine Learning-Driven Decision Making based on Financial Time Series
L'abstract è presente nell'allegato / the abstract is in the attachment