Algorithmic trading using MACD signals
Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
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.
Place, publisher, year, edition, pages
2014. , 39 p.
IdentifiersURN: urn:nbn:se:kth:diva-146011OAI: oai:DiVA.org:kth-146011DiVA: diva2:721625
Subject / course
Bachelor of Science in Engineering - Computer Engineering
Kozlov, Alexander, Dr
Ekeberg, Örjan, Prof