This thesis will talk about the elements that make up the architecture of a fully automatic trading system. An architecture that consists of a synergy between fundamental and technical analysis in a dynamic trading context. The thesis will consist of three parts. The first will be dedicated entirely to everything related to fundamental analysis. The results reported in the first part will only refer to the equity asset class. The second part will refer to everything related to technical analysis. In the second part, trading strategies related to automatic pattern detection will be analyzed. The patterns will be extrapolated from the time series or its derivatives. That said, the results from the second part refers to stocks, currencies, crypto, etfs and commodities. The third part will consist in the union of the two methods, dynamically combining the signals coming from technical and fundamental analyzes.
This thesis will talk about the elements that make up the architecture of a fully automatic trading system. An architecture that consists of a synergy between fundamental and technical analysis in a dynamic trading context. The thesis will consist of three parts. The first will be dedicated entirely to everything related to fundamental analysis. The results reported in the first part will only refer to the equity asset class. The second part will refer to everything related to technical analysis. In the second part, trading strategies related to automatic pattern detection will be analyzed. The patterns will be extrapolated from the time series or its derivatives. That said, the results from the second part refers to stocks, currencies, crypto, etfs and commodities. The third part will consist in the union of the two methods, dynamically combining the signals coming from technical and fundamental analyzes.
Developing an algorithmic trading system from scratch
PUDDU, PIETRO AMIN
2019/2020
Abstract
This thesis will talk about the elements that make up the architecture of a fully automatic trading system. An architecture that consists of a synergy between fundamental and technical analysis in a dynamic trading context. The thesis will consist of three parts. The first will be dedicated entirely to everything related to fundamental analysis. The results reported in the first part will only refer to the equity asset class. The second part will refer to everything related to technical analysis. In the second part, trading strategies related to automatic pattern detection will be analyzed. The patterns will be extrapolated from the time series or its derivatives. That said, the results from the second part refers to stocks, currencies, crypto, etfs and commodities. The third part will consist in the union of the two methods, dynamically combining the signals coming from technical and fundamental analyzes.È consentito all'utente scaricare e condividere i documenti disponibili a testo pieno in UNITESI UNIPV nel rispetto della licenza Creative Commons del tipo CC BY NC ND.
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https://hdl.handle.net/20.500.14239/596