Todays stock market is dominated by algorithmic trading either as helpful tool for trading decisions or as a fully automatic trader. We test howa fully automated trading algorithm using MACD signals as indicatorsperform on historical stock data. The purpose of this essay is to seehow a simple algorithm performs and get a better understanding ofeconomical forecasting.
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:kth-146011 |
| Date | January 2014 |
| Creators | Falk, Andreas, Moberg, Johannes |
| Publisher | KTH, Skolan för datavetenskap och kommunikation (CSC) |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Student thesis, info:eu-repo/semantics/bachelorThesis, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
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