Category: Trading and Quantitative Research

In this paper, analyst Anton Linnér examined the potential of using artificial neural networks to create a portfolio strategy on the SPY index.

In this paper, analysts Hannes Brinklert, Elsa Kellerman and Robert Skoglund provide an extended analysis of the harmonic trading patterns known as the ‘ABCD pattern’ on the FX market.

In this paper, analysts Doris Meng and Daniel Hammarstedt investigate the environmental risks and opportunities for the OMXS30 companies.

Urs Hiegemann, Veronica Larsson, and Jie Yang investigate the double tops and bottoms pattern and trading strategies in the forex market.

Quantitative analysts Eric Kaoukji and Magnus Axén investigate the technical indicators Average Directional Index (ADX) and breakouts from consolidation patterns forming in the Forex market.

Trading and Quantitative research report by Amanda Ramirez, Alexander Magnusson and Michal Nowak.

Trading and Quantitative report by Niclas Wölner-Hanssen

Quantitative analysis by analyst Yasser Mahfoud and Frej Örnberg investigating Forex Liquidity.

Quantitative analysis by analyst Joachim Nilsson, Michal Nowak and Victor Tiet investigating Breakout.