A Volatility Based Trading Strategy
(2017) NEKN01 20171Department of Economics
- Abstract (Swedish)
- This paper is an empirical review that looks at using GARCH volatility forecast to develop a trading strategy using an interval forecast to calculate threshold prices. Thereby determining prices to enter the market on the buy or sell side. This paper takes the perspective of the retail investor/amateur trader, in the context of the “Slow-motion revolution” Economist magazine (Jun 2016).
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/8910595
- author
- Charles, Fakir LU
- supervisor
- organization
- course
- NEKN01 20171
- year
- 2017
- type
- H1 - Master's Degree (One Year)
- subject
- keywords
- Trading Strategy, GARCH, Volatility
- language
- English
- id
- 8910595
- date added to LUP
- 2017-07-10 13:53:57
- date last changed
- 2017-07-10 13:53:57
@misc{8910595, abstract = {{This paper is an empirical review that looks at using GARCH volatility forecast to develop a trading strategy using an interval forecast to calculate threshold prices. Thereby determining prices to enter the market on the buy or sell side. This paper takes the perspective of the retail investor/amateur trader, in the context of the “Slow-motion revolution” Economist magazine (Jun 2016).}}, author = {{Charles, Fakir}}, language = {{eng}}, note = {{Student Paper}}, title = {{A Volatility Based Trading Strategy}}, year = {{2017}}, }