Tesi etd-09182023-124101 |
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Tipo di tesi
Tesi di laurea magistrale
Autore
BARTOLOMEI, ELENA
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
Relatori
relatore Dott. Bottazzi, Giulio
Parole chiave
- Finance
- Market efficiency
- Randomness
- Trading
Data inizio appello
16/10/2023
Consultabilità
Completa
Riassunto
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.
File
| Nome file | Dimensione |
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| Thesis_B...78764.pdf | 3.13 Mb |
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