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Testiranje avtomatiziranih trgovalnih strategij ter VIX in VXX : magistrsko delo
ID Klopčič, Nina (Author), ID Košir, Tomaž (Mentor) More about this mentor... This link opens in a new window, ID Šušterič, Branko (Comentor)

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MD5: 7AAD36D37E964CD28FDEE61A221958EE
PID: 20.500.12556/rul/c561b7d4-170c-4da9-beb3-7c02400877bf

Language:Slovenian
Keywords:upravljanje portfelja, donos, mera tveganja, avtomatizirana trgovalna strategija, testiranje strategij, VIX, VXX
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[N. Klopčič Baus]
Year:2014
Number of pages:62 str.
PID:20.500.12556/RUL-96827 This link opens in a new window
UDC:519.8
COBISS.SI-ID:17567577 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1411
Downloads:541
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Secondary language

Language:English
Title:Testing of the automated trading strategies, VIX and VXX
Keywords:portfolio management, return, measure of risk, automated trading strategy, backtesting strategies

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