Ir al contenido (pulsa Retorno)

Universitat Politècnica de Catalunya

    • Català
    • Castellano
    • English
    • LoginRegisterLog in (no UPC users)
  • mailContact Us
  • world English 
    • Català
    • Castellano
    • English
  • userLogin   
      LoginRegisterLog in (no UPC users)

UPCommons. Global access to UPC knowledge

Banner header
66.602 UPC academic works
You are here:
View Item 
  •   DSpace Home
  • Treballs acadèmics
  • Escola Superior d'Enginyeries Industrial, Aeroespacial i Audiovisual de Terrassa
  • Grau en Enginyeria en Tecnologies Aeroespacials (Pla 2010)
  • View Item
  •   DSpace Home
  • Treballs acadèmics
  • Escola Superior d'Enginyeries Industrial, Aeroespacial i Audiovisual de Terrassa
  • Grau en Enginyeria en Tecnologies Aeroespacials (Pla 2010)
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Study and development of a backtest analysis for a quantitative momentum-based stock selection system

Thumbnail
View/Open
REPORT_560.pdf (3,526Mb) (Restricted access)
ANNEX_384.pdf (345,2Kb) (Restricted access)
BUDGET_574.pdf (184,4Kb) (Restricted access)
  View Usage Statistics
  LA Referencia / Recolecta stats
Cita com:
hdl:2117/186143

Show full item record
Jarne Ornia, Pablo
Tutor / directorPerramon Tornil, XavierMés informacióMés informacióMés informació
Document typeBachelor thesis
Date2018-06
Rights accessRestricted access - author's decision
All rights reserved. This work is protected by the corresponding intellectual and industrial property rights. Without prejudice to any existing legal exemptions, reproduction, distribution, public communication or transformation of this work are prohibited without permission of the copyright holder
Abstract
This study consists of the previous analysis and subsequent development of a back-test analysisfor an investment strategy. This includes the definition and justification of all the parameters thathelp constitute such a strategy in order to make them programmatically feasible, to later studywhat would have been the performance of such strategy in a hypothetical recent past investmentperiod using a trustworthy database and analyzing the information using python programminglanguage. The investments strategy has been developed by the author of this report, as well as theprofessionals from Kersio Capital SICAV. Therefore this study represents one of the many ways inwhich the solid knowledge in logic, mathematics and programming acquired during an AerospaceTechnologies Engineering Degree can be extrapolated into other fields of interest.
Description
Development of a backtest analysis for a quantitative momentum-based stock selection system, combining both value and technical analysis parameters, and later comparing its performance with random hypothesis based pattern detection methods to study its possible investing implementation.
SubjectsInvestments, Inversions
DegreeGRAU EN ENGINYERIA EN TECNOLOGIES AEROESPACIALS (Pla 2010)
URIhttp://hdl.handle.net/2117/186143
Collections
  • Escola Superior d'Enginyeries Industrial, Aeroespacial i Audiovisual de Terrassa - Grau en Enginyeria en Tecnologies Aeroespacials (Pla 2010) [417]
  View Usage Statistics

Show full item record

FilesDescriptionSizeFormatView
REPORT_560.pdfBlocked3,526MbPDFRestricted access
ANNEX_384.pdfBlocked345,2KbPDFRestricted access
BUDGET_574.pdfBlocked184,4KbPDFRestricted access

Browse

This CollectionBy Issue DateAuthorsOther contributionsTitlesSubjectsThis repositoryCommunities & CollectionsBy Issue DateAuthorsOther contributionsTitlesSubjects

© UPC Obrir en finestra nova . Servei de Biblioteques, Publicacions i Arxius

info.biblioteques@upc.edu

  • About This Repository
  • Contact Us
  • Send Feedback
  • Privacy Settings
  • Inici de la pàgina