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Algorithmic Trading Phd Thesis

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Algorithmic Trading Phd Thesis

DYNAMIC ASSET ALLOCATION AND ALGORITHMIC TRADING 11 Chapter 2 - Literature Review This section gives a thorough outline of the literature and theory behind the models and the empirical study in sections four and five. The term modern portfolio theory (MPT) is commonly used in the academic literature but the definition of MPT seems to be.

Algorithmic Trading Phd Thesis

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Algorithmic Trading Phd Thesis

In the course of this master thesis, I examine whether profitable algorithmic cryptocurrency trading is possible. The approach taken in this research is based on a self-developed algorithmic trading system, consisting of three strategies that invest according to the principles of trend following and technical analysis. The results show that.

 

Algorithmic Trading Phd Thesis

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In this thesis we study the problem of forecasting the final score of a footballmatch before the game kicks off (pre-match) and show how the derived models canbe used to make profit in an algorithmic trading (betting) strategy.The thesis consists of two main parts.

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