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Olja, mer än bara svart guld?: En studie om korrelationen mellan och möjligheten att skapa en handelsstrategi med olja och växlingskursen SEK/USD
Södertörn University College, School of Business Studies.
Södertörn University College, School of Business Studies.
2010 (Swedish)Independent thesis Basic level (degree of Bachelor), 10 credits / 15 HE creditsStudent thesisAlternative title
Oil, more than just black gold? (English)
Abstract [sv]

Syftet är att konstruera en handelsstrategi baserad på Contracts-For-Difference (CFD) för att utnyttja de möjliga samband som föreligger mellan oljepris och SEK/USD växlingskurs.

Uppsatsen baseras på en induktiv ansats med kvantitativ metod. Slutsatser dras från utifrån de data som har bearbetats.

Korrelationen mellan olja och valutan SEK/USD är starkt negativ. Funktionaliteten hos ”Moving Average” som indikator för trendskiften bedöms som relativt hög. Handelsstrategin som har konstruerats uppvisar positivt resultat efter fem års simulerad handel. Handelsstrategin skulle kunna automatiseras och automatisering av denna bedöms som mindre komplicerat.

Abstract [en]

The purpose is to construct a trading strategy based on Contracts-For-Difference (CFD) to exploit the possible correlations between oil price and SEK/USD spot rate.

The thesis is based on an inductive approach with a quantitative methodology. Conclusions are drawn from the data that has been processed.

The correlation between oil and currency SEK/USD has a strong negative value. The functionality of "Moving Average" as an indicator for showing trend shifts are assessed as relatively high. The constructed trade strategy gave positive results after five years of simulated trading. The trade strategy could be automated and the automation of this is considered less complicated.

Place, publisher, year, edition, pages
2010. , 32 p.
Keyword [en]
Hedge, Currency trade, Oil trade, Contract-For-Difference, Technical indicators, Moving Average, Automated trading
Keyword [sv]
Hedge, Valutahandel, Oljehandel, Contract-For-Difference, Tekniska indikatorer, Moving Average, Automatiserad handel
National Category
Business Administration
Identifiers
URN: urn:nbn:se:sh:diva-3510OAI: oai:DiVA.org:sh-3510DiVA: diva2:322938
Uppsok
Social and Behavioural Science, Law
Supervisors
Examiners
Available from: 2010-06-09 Created: 2010-06-08 Last updated: 2010-06-09Bibliographically approved

Open Access in DiVA

fulltext(1059 kB)266 downloads
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Karlsson, ViktorNygren, Emil
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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf