Mathematical model for price prediction
This project takes a detailed and expansive look into the realm of predicting prices and using several concepts to automatically trade currencies on the ever-changing foreign-exchange market. Several trading strategies popular to traders and quantitative analysts were studied, used and implemented i...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/10356/45654 |
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| Institution: | Nanyang Technological University |
| Language: | English |
| Summary: | This project takes a detailed and expansive look into the realm of predicting prices and using several concepts to automatically trade currencies on the ever-changing foreign-exchange market. Several trading strategies popular to traders and quantitative analysts were studied, used and implemented in this research. A few of these strategies were found to be of particular interest as they consistently produced profits over a long range of time. These results suggest that using the computer to automatically trade on behalf of the user (or trader) is a reliable tool if used properly. |
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