ETD

Archivio digitale delle tesi discusse presso l’Università di Pisa

Tesi etd-09182023-124101

Tipo di tesi

Tesi di laurea magistrale

URN

etd-09182023-124101

Titolo

Are Random Trading Strategies More Successful Than Technical Ones? An exhaustive examination spanning 25 to 30 years of data.

Dipartimento

ECONOMIA E MANAGEMENT

Corso di studi

ECONOMICS

Parole chiave

Finance
Market efficiency
Randomness
Trading

Data inizio appello

16/10/2023

Consultabilità

Completa

Riassunto (Inglese)

Riassunto (Italiano)

The paper analyzes some of the most important international stock market indices: FTSE-UK, FTSE-MIB, DAX, and S&P 500 over a period of approximately 25 years (from 1998 to March 2023). The objective is to explore the role of randomness within the market and to understand how expectations influence it. Excluding the assumption of complete information, some of the most commonly used trading strategies for predicting stock price movements will be compared with entirely random strategies.

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