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TRADING STRATEGIES BASED ON QUANTITATIVE STUDY OF STOCK MARKET USING TECHNICAL ANALYSIS
Date Issued
2023-09
Author(s)
Lei, Ka I
Abstract
This dissertation explores a quantitative study of the US stock market. This quantitative
study visualizes the stock price, volatility and Sharpe ratio to examine the risk-adjusted returns
of the Nasdaq assets. This dissertation explores how to make investment decisions by deter-
mining the volatility of the market. Additionally, the study found the returns and risk-adjusted
returns are not related. However, the study found a statistically significant lower standard devi-
ation of the returns is less risky. Moreover, the data during the COVID-19 period (2019-2022)
fluctuated largely. Those interesting data should be studied in future research.
study visualizes the stock price, volatility and Sharpe ratio to examine the risk-adjusted returns
of the Nasdaq assets. This dissertation explores how to make investment decisions by deter-
mining the volatility of the market. Additionally, the study found the returns and risk-adjusted
returns are not related. However, the study found a statistically significant lower standard devi-
ation of the returns is less risky. Moreover, the data during the COVID-19 period (2019-2022)
fluctuated largely. Those interesting data should be studied in future research.
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M-BA 2023 LEI,KA.pdf
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