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.
Results
Showing 1 to 9 of 9 for “"Trend-following"”.
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Testing a price breakout strategy using Donchian Channels
… implements and tests the effectiveness of a trend following trading strategy on the South African Futures Exchange (SAFEX) through utilising Donchian Channels and modelled after the 'Turtle method' which was first popularized in the United States in the 1970s before the automation of trading …
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Export Strategies for Ivory Coast Cocoa
… Cocoa revenues have recently started a declining trend, following a similar pattern in prices. Because of these circumstances, this study proposes to the Ivory Coast a set of export strategies in non-competitive and non-cooperative market settings, using policy actions such as taxation, hedging, …
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An investigation into the principles and management of assisted self help housing with specific reference to the Steenberg area a scheme, Retreat
… by the turn of the century. The reasons for this trend are many, and include the high population growth rate in the black community, the growing urbanisation trend following the removal of influx control, and the fact that houses are becoming less affordable. In addition, inefficient Government …
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Testing and Analyzing the 10-Day Moving Average Rule as a System for Commodity Trading
… over $2,400, a profit of over $1,800, simply by following the suggestions of my broker. | It was at that point that ray losses began, and with my broker again leading the way I lost all of the money in the account and had to pay the brokerage firm an additional $18 to clear my account. I lost the …
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Labor Market Adjustments Under Economic Shocks: Evidence from the U.S.
… shows that, in contrast to the upskilling trend following the Great Recession, the COVID-19 pandemic led to widespread downskilling in education requirements, driven by labor market tightness and accelerated technological adoption, especially in tradable industries and routine-manual …
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A Formative Program Evaluation of a Performance Improvement Project Charter: HAPI Reduction
… pre/post quiz scores and training evaluations following participation in the HAPI Bootcamp education sessions. A quantitative analysis was completed by analyzing trends in participation, knowledge gains, HAPI rates, and adherence. A qualitative analysis was conducted by analyzing the open-ended …
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Estrategias de trading con Time Series Momentum
… trading signals generated by tting a linear trend on the asset price path maximise the out-of-sample performance in small holding periods while minimising the portfolio turnover, hence dominating the ordinary momentum trading signal in literature, the sign of past returns. Regarding the …
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Momentum Effects: Essays on Trading Rule Returns in G10 Currency Pairs
… significant link between the risk factors Trend, Momentum, Risk Aversion. The results of the chapter clearly indicate that shorter-term moving averages exhibit less systematic exposure than longer term moving averages. Other factors such as Carry, Value and Volatility have a considerably …
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Price volatility and liquidity cost in grain futures markets
… short-term changes in demand for spreading and trend-following trader activity, as well as differences from day-of-the-week changes in market activity. Much larger cents/bushel and percentage changes in BAS occur during commodity index roll periods and on USDA report release days. The roll …