Search for dissertations about: "Jussi Nikkinen"
Found 1 swedish dissertation containing the words Jussi Nikkinen.
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1. On the returns of trend-following trading strategies
Abstract : Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) strategy. A trader that trades on the ORB strategy seeks to identify large intraday price movements and trades only when the price moves beyond some predetermined threshold. READ MORE
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