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Found 4952 results for '"Trading Strategy"', showing 1-10
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  1. Hana Florianová (2016): Trading Strategies for Warrants
    In this paper we examine key strategies for trading warrants which are commonly used by traders on European Stock Exchanges. ... For each of them different trading strategy is appropriate. Every strategy has different advantages and disadvantages. ... For the purpose of this paper we test the convenience of strategies on historical data of real warrants traded on Frankfurt Stock Exchange. We evaluate performance of each strategy and recommend their use for everyday trading.
    RePEc:sek:iefpro:4206760  Save to MyIDEAS
  2. Nabila A. Azzam & Roque A. Batulan & Veland Ramadani & Baker Alserhan & Léo-Paul Dana & Jusuf Zeqiri & Hasan Terzi & Mehmet Bayirli (2023): Fibonacci Trading Strategy
    It is just one of the reasons why many traders use the Fibonacci trading strategy to identify turning points in the market. ... The Fibonacci trading theory also focuses on the Fibonacci ratios which are used in the prediction process. This study focuses on how particular ratios are used in the trading strategy, including 61.8%, 50%, and 78.6% in this study. ... This study has illustrated the process of how investors and traders can utilize the trading strategy and how to utilize graphs to explain various scenarios. Furthermore, this study aims to explore the Fibonacci sequence in-depth, the Fibonacci levels strategy in forex trading, and some important points in the trading process.
    RePEc:spr:prbchp:978-981-99-5118-5_21  Save to MyIDEAS
  3. Elyès Jouini & Hedi Kallal (2001): Efficient Trading Strategies in the Presence of Market Frictions
    We characterize the inefficiency cost of a trading strategy -the difference between the investment it requires and the largest amount required by any rational agent to obtain the same utility level - and we propose a measure of portfolio performance based on it. ... We examine the efficiency of common investment strategies in economies with borrowing costs due to asymmetric information, short selling costs, or bid-ask spreads. We find that market frictions generally change and typically shrink the set of efficient investment strategies, shifting investors away from well-diversified strategies into low cost ones, and for large frictions into no trading at all. Hence we observe strategies that become inefficient with market frictions, as well as strategies that are rationalized by market frictions.
    RePEc:hal:journl:halshs-00167150  Save to MyIDEAS
  4. Franci, Fabio & Marschinski, Robert & Matassini, Lorenzo (2001): Learning the optimal trading strategy
    Within a realistic model of the stockmarket, we derive the most successful trading strategy. ... We report them in a proper trading space and we extend the model, introducing an additional operator acting with the help of a look up table derived from a clusterization of space. We discuss the robustness of this optimal strategy, its performance and the applicability to real markets.
    RePEc:eee:phsmap:v:294:y:2001:i:1:p:213-225  Save to MyIDEAS
  5. Galvani, Valentina & Gubellini, Stefano (2013): Mean–variance dominant trading strategies
    The paper examines the relative importance of ten anomaly-based trading strategies. ... Fixed-weight optimal portfolios stemming from the unconditional methodology indicate that all the strategies are needed to enhance the mean–variance tradeoff. ... The overall results suggest that diversified anomaly-based holdings are of limited benefit to sophisticated investors who employ dynamic trading strategies.
    RePEc:eee:finlet:v:10:y:2013:i:3:p:142-150  Save to MyIDEAS
  6. Shaozhen Chen & Bangqian Zhang & GengJian Zhou & Qiaoxu Qin (2018): Bollinger Bands Trading Strategy Based on Wavelet Analysis
    With the popularization of the concept of quantitative investment and the introduction of stock index futures in China, the research on the quantitative trading strategies of stock index futures is emerging gradually. This paper takes the CSI 300 stock index futures as the research object and sets up the Bollinger Bands trading strategy to test it, while considering the factors such as returns, retracement and income risk ratio, etc. Furthermore, the paper uses the wavelet noise reduction to process the data of price and the Bollinger Bands trading strategy to test the processed data. Compared with the results of the first test, the Bollinger Band trading strategy based on wavelet analysis has greater returns, less risk and better applicability.
    RePEc:rfa:aefjnl:v:5:y:2018:i:3:p:49-58  Save to MyIDEAS
  7. Erhan Bayraktar & Hasanjan Sayit (2010): No arbitrage conditions for simple trading strategies
    Strict local martingales may admit arbitrage opportunities with respect to the class of simple trading strategies. (Since there is no possibility of using doubling strategies in this framework, the losses are not assumed to be bounded from below.) We show that for a class of non-negative strict local martingales, the strong Markov property implies the no arbitrage property with respect to the class of simple trading strategies. ... We also pro- vide no arbitrage conditions for stochastic processes within the class of simple trading strategies with shortsale restriction.
    RePEc:kap:annfin:v:6:y:2010:i:1:p:147-156  Save to MyIDEAS
  8. Alvarez-Ramirez, Jose & Suarez, Rodolfo & Ibarra-Valdez, Carlos (2003): Trading strategies, feedback control and market dynamics
    In this paper, we use a nonequilibrium price formation rule to explore feedback effects in trading strategies and market dynamics. By interpreting trading strategies as a feedback controller, we show that (a) trend followers can lead to oscillatory phenomena, and (b) adaptation mechanisms are necessary in order prices track values.
    RePEc:eee:phsmap:v:324:y:2003:i:1:p:220-226  Save to MyIDEAS
  9. Sinha, Pankaj & Johar, Archit (2009): Algorithm for payoff calculation for option trading strategies using vector terminology
    The aim of this paper is to develop an algorithm for calculating and plotting payoff of option strategies for a portfolio of path independent vanilla and exotic options. A general algorithm for calculating the vector matrix for any arbitrary combination strategy is also developed for some of the commonly option trading strategies.
    RePEc:pra:mprapa:15264  Save to MyIDEAS
  10. Simon Stevenson & Andrew Cohen (2023): Active Trading Strategy Performance: An Empirical Comparison using US REIT Data
    Some papers have considered portfolio trading strategies within REITS (e.g. ... This paper takes a slightly different approach, focusing on both higher-frequency data, at a daily frequency, and more active trading strategies. The paper utilizes data obtained for the US Equity REIT sector and compares the performance of a variety of trading strategies commonly adopted by active traders. The analysis utilizes data source from Bloomberg and considers the viability of active trading strategies in the US Equity REIT sector. The strategies included consider approaches such as Relative Strength, Momentum and Mean Reversion over a variety of time horizons.
    RePEc:arz:wpaper:eres2023_112  Save to MyIDEAS
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