• Evaluation of three algorithmic trading strategies Quick View
    • Evaluation of three algorithmic trading strategies Quick View
    • Evaluation of three algorithmic trading strategies

    • 4,99
    • The study of algorithmic trading is of high importance given its predominance and forecasted growth. In 2019 the majority of the equity traded in US was executed by algorithms, equivalent to 35.1% of $31 trillion and the global estimated compounded annual growth rate (CAGR) over the period 2020-2027 is 8.7%. The topic presents many issues and angles. Institutional investors employ…
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  • Literature reviewing for algorithmic trading Quick View
    • Literature reviewing for algorithmic trading Quick View
    • Literature reviewing for algorithmic trading

    • 3,99
    • The research about algorithmic trading is important due to its predominance in the financial industry. In 2019 a big percentage of the traded equity in US was performed by automated algorithms, that represents 35.1% of $32 trillion with an expected annual growth of 8.7% over the period 2020 - 2027. The subject is particularly challenging because it falls between three…
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  • Pairs Trading and Buy-and-hold Algorithms: Performance and Characteristics Quick View
    • Pairs Trading and Buy-and-hold Algorithms: Performance and Characteristics Quick View
    • Pairs Trading and Buy-and-hold Algorithms: Performance and Characteristics

    • 5,99
    • Abstract Pairs trading algorithm is market neutral, mean-reverting strategy for hedge funds and alike. We conduct an empirical study from 1999 to 2022 comparing the performance and characteristics with buy-and-hold algorithm. The results of six months trading show lower return and Sharpe ratio but lower risk than buy-and-hold. For a twenty years trading periods buy-and-hold is the clear winner with…
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  • Reseach methods in finance Quick View
    • Reseach methods in finance Quick View
    • Reseach methods in finance

    • 2,99
    • This coursework defines the foundation of the DBA research project. It states the most significant theory that underpins the research, the Efficient Market Hypothesis (EMH), with evidences in favour and against of efficient markets. Next, argues that if the theory stands true, rational investors will only invest in passive portfolios, impacting the financial industry offering active financial products. The paper…
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