Trading on Historical Repetitiveness – a Hedging Strategy Against the S&P 500
Quantitative analysis by analyst Alfred Bornefalk and Felix Persson investigating FX-algoritm.
Category: Trading and Quantitative Research
A zero investment strategy using credit default swap pricing as indicator of equity market inefficiency
Quantitative analysis by analyst Johan Andersson and Filip Franzén investigating The CDS.
The crossover strategy
Quantitative analysis by analyst Daniel Hammastedt and Jacob Heneby investigating Spinoffs.
Stock Prices; a machine learning approach
Quantitative analysis by analyst Johan Hammarstedt investigating Financial time series forecasting with machine learning.
Further analysis on harmonic trading patterns and their effect on the forex market
Quantitative analysis by analyst Pontus Green investigating harmonic markets.
Going short on exposed oil companies
Quantitative analysis by analysts Johan Andersson & Jan Mueller investigating Overlooked Opportunities in Oil.
Trading Spinoffs
Quantitative analysis by analyst Jacob Lindstein & Jacob Henby investigating Spinoffs.
Trading on sentiment
Quantitative analysis by analysts David Frykmer and Abdeljalil Moussa investigating INVESTWEETS.