Show simple item record

dc.contributor.authorZabcic-Matic, Tomislav F.
dc.date.accessioned2020-08-28T09:37:38Z
dc.date.created2019-05
dc.date.issued2019-10-25
dc.date.submitted2019
dc.identifier.citationZabcic-Matic, Tomislav F. 2019. One Step Back, Two Steps Forward - a Machine Learning-Powered Options Trading Strategy. Bachelor's thesis, Harvard College.
dc.identifier.urihttps://nrs.harvard.edu/URN-3:HUL.INSTREPOS:37364632*
dc.description.abstractStock options are an often-traded financial derivative which allow traders to insure themselves against making bad trades in exchange for a small premium. A certain combination of stock options, known as a straddle, will be profitable as long as the price of the underlying asset moves more than the cost of this option. This work explores the possibility of predicting whether or not such an even will occur, using machine learning techniques, and applies a custom trading strategy to these predictions in order to generate earnings in any market direction.
dc.description.sponsorshipApplied Mathematics
dc.format.mimetypeapplication/pdf
dc.language.isoen
dash.licenseLAA
dc.titleOne Step Back, Two Steps Forward - a Machine Learning-Powered Options Trading Strategy
dc.typeThesis or Dissertation
dash.depositing.authorZabcic-Matic, Tomislav F.
dc.date.available2020-08-28T09:37:38Z
thesis.degree.date2019
thesis.degree.grantorHarvard College
thesis.degree.grantorHarvard College
thesis.degree.levelUndergraduate
thesis.degree.levelUndergraduate
thesis.degree.nameAB
thesis.degree.nameAB
dc.type.materialtext
dash.identifier.vireo
dc.identifier.orcid0000-0002-6291-5981
dash.author.emailtome215@gmail.com


Files in this item

Thumbnail
Thumbnail

This item appears in the following Collection(s)

Show simple item record