In this report, quantitative analysts Emil Damirov, Ian Wallgren, and Tilde Vidman investigated intraday momentum effects surrounding interest rate announcements by the Federal Open Market Committee (FOMC). The analysis was performed on S&P 500 Contracts For Difference(CFDs) data ranging from 2012 up till 2020 with a fifteen-minute resolution.
In this report, quantitative analysts Victor Ritseson, Balasurya Sivakumar, and Binh Minh Tran researched and compared traditional trend strategies to machine learning when trading future contacts on commodities.
In this paper, analysts Emily Sundqvist, Doris Rivadeneira, and Lazarin Lashkov provide an extended analysis of skewness strategy, applied to commodity future prices.
In this report, quantitative analysts Michael Barasciutti, Veronica Larsson, Marko Malling and Noah Åkesson explore the idea that a positive relationship can be located between share turnover and momentum.
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.
