Trading strategies based on a pattern detection algorithm
This thesis aims to develop a method to algorithmically detect patterns used in technical analysis. Non-parametric Kernel regression is used to smoothen the otherwise extremely noisy data of how stock prices develop over time. To find these patterns, Previously described quantitatively defined crite...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Institutionen för matematik och matematisk statistik
2021
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-184412 |