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Algorithmic trading using MACD signals
KTH, School of Computer Science and Communication (CSC).
KTH, School of Computer Science and Communication (CSC).
2014 (English)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesis
Abstract [en]

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.
National Category
Computer Engineering
Identifiers
URN: urn:nbn:se:kth:diva-146011OAI: oai:DiVA.org:kth-146011DiVA: diva2:721625
Subject / course
Computer Science
Educational program
Bachelor of Science in Engineering - Computer Engineering
Supervisors
Examiners
Available from: 2014-11-25 Created: 2014-06-04 Last updated: 2014-11-25Bibliographically approved

Open Access in DiVA

fulltext(737 kB)9055 downloads
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File name FULLTEXT01.pdfFile size 737 kBChecksum SHA-512
17210d2b836e0bc83e88e2b5f830b00e12b69ef18418b9371cca60cf741fbd53e13cce4f9928209bad80b2e90ea1a6a5f6a8bc778c66420f721db0a0f26f8167
Type fulltextMimetype application/pdf

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Falk, AndreasMoberg, Johannes
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CiteExportLink to record
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Citation style
  • apa
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