An investigation of non-randomness on the foreign currency exchange market
Quantitative analysis by analyst Akos Nagy and Dragomir Petrov investigating Price Sprikes.
Category: Trading and Quantitative Research
TRADING THROUGH ARTIFICIAL EYES – Time Series Classifications Using Deep Neural Networks
Quantitative analysis by analysts, Jim Öhman and Jan Mueller on time series classifications using deep neural networks applied to the forex market.
The emerging e-commerce space might benefit Pricer in the short-term
Equity research report on PRICER AB by analysts Sean Taylor & Fanny Leffler.
Trading on Historical Repetitiveness – a Hedging Strategy Against the S&P 500
Quantitative analysis by analyst Alfred Bornefalk and Felix Persson investigating FX-algoritm.
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.