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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