Browsing NTNU Open by Author "Høsøien, Amund"
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A quantitative approach to asset allocation and trading
Bjørnsen, John Magne Skeisvoll; Heir, Håkon; Høsøien, Amund (Master thesis, 2012)This thesis evaluates and verifies technical trading strategies and risk management tools on the behalf of Holden Capital AS. The strategies are quantitatively formulated by constructing a complete base trading model. The ...