Análisis de algoritmos financieros

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Tutor / directorOller Arcas, Toni
Document typeBachelor thesis
Date2021-10-29
Rights accessOpen Access
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Abstract
Due to technological advances in recent years, new ways of operating in financial markets have emerged. In this Final Degree Project, one of them is given special relevance, algorithmic trading, due to which it is possible to automate trading strategies in order for them to operate autonomously in the markets. To do this, first, a study about the design, development and validation of an investment strategy in the different financial markets is shown. In-depth research has been carried out on the world of the stock market and markets, as well as on the creation of an algorithm that implements this strategy. Once this first study and design has been carried out, the strategy is implemented by creating an algorithm that is capable of analyzing the markets without interruption. Which will undergo a strict validation method in order to examine the obtained results. From the analysis and implementation of this new way of operating, the use of algorithmic trading can be contemplated as a valid tool, both for operators and institutions, offering a great series of advantages, such as the elimination of emotional factors or the reduction of the decision making times. However, the profitability and viability of an algorithmic model is dependent on many factors, so no guarantee of success can be offered until it is implemented in the markets.
SubjectsArtificial intelligence--Financial applications, Intel·ligència artificial--Aplicacions a les finances
DegreeGRAU EN ENGINYERIA DE SISTEMES AEROESPACIALS (Pla 2015)
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