Development of an algorithmic trading model for intraday trading on stock markets based on technical analysis methods
Year: 2014
Type: dissertation
Abstract: The theory of technical analysis suggests that future stock price movements can be forecasted by analyzing historical price changes and studying repetitive patterns. In this thesis we aim at implementing technical trading rules in intraday trading. In theoretical part the descriptions and explanations of applying indicators and rules in intraday trading are provided. Three types of approaches – price, volume and market microstructure analysis for determining market changes are researched. A range of trading rules are empirically tested and based on the findings an algorithmic trading model is constructed.
Author: Martynas Trepeka
Language: English
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W1863543693