Algorithmic Trade Strategy on Base of SSA

Student: Reshettsov Ivan

Educational Programme: Business Informatics (Bachelor)

Year of Graduation: 2020

Stock markets have already become a vital part of the contemporary economic system. Nowadays both large companies and ordinary people take part in stock trading with a constantly growing volume. This phenomenon relates to the sustainable development of the information and communications technology and the deepening economic globalization over the last decades. Moved by various goals, the investors are looking for the strategies that allows to maximize the benefits of their assets and to remove possible risks and hazards. With this in mind, the demand for a simple but powerful tool for predicting asset prices and building the optimal (in other words profitable and secure) combination of stocks (so called portfolio) is undeniable. The main purpose of this study is to forecast the prices of financial assets with the help of SSA technique and then develop a trading strategy based on Markowitz model in order to combine these stocks into a lucrative market portfolio.

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