Quantitative trading: from theories to algorithmics

Manganelli, Antonio Maria Nicola (A.A. 2016/2017) Quantitative trading: from theories to algorithmics. Tesi di Laurea in Capital markets, LUISS Guido Carli, relatore Paolo Vitale, pp. 60. [Bachelor's Degree Thesis]

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Abstract/Index

Background and motivation. Testing market efficiency. Efficient market theory. Trading industry and methodology. Qualitative and quantitative hedge funds returns. Dual momentum strategy. Building a trading algorithm.

References

Bibliografia: pp. 58-59.

Thesis Type: Bachelor's Degree Thesis
Institution: LUISS Guido Carli
Degree Program: Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, english language (L-33)
Chair: Capital markets
Thesis Supervisor: Vitale, Paolo
Academic Year: 2016/2017
Session: Summer
Deposited by: Alessandro Perfetti
Date Deposited: 02 Nov 2017 11:27
Last Modified: 02 Nov 2017 11:27
URI: https://tesi.luiss.it/id/eprint/19724

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