Sökning: "Christian Lundström"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden Christian Lundström.

1. 1. On the returns of trend-following trading strategies

   Författare :Christian Lundström; Tomas Sjögren; Jussi Nikkinen; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Commodity Trading Advisor funds; Contraction-Expansion principle; Crude oil futures; Futures trading; Opening Range Breakout strategies; S P 500 futures; Technical analysis; Time series momentum; Time-varying market inefficiency; nationalekonomi; Economics;

   Sammanfattning : 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. LÄS MER

3. 2. On the profitability of momentum strategies and optimal leverage rules

   Författare :Christian Lundström Tjurhufvud; Tomas Sjögren; Sami Vähämaa; Umeå universitet; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Bootstrap; Exchange Traded Products; Kelly criterion; Money management; Opening Range Breakout Strategies; Optimal fraction criterion; Time series momentum; Economics; nationalekonomi;

   Sammanfattning : This thesis consists of an introductory part and five self-contained papers related to the profitability of momentum strategies and optimal leverage rules.Paper [I] tests the success rate of trades and the returns of the Opening Range Breakout (ORB) day trading strategy. LÄS MER

4. 3. Spasticity after first-ever stroke

   Författare :Erik Lundström; Jörgen Borg; Andreas Terént; Anja Smits; Christian Blomstrand; Uppsala universitet; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; stroke; spasticity; upper motor neuron syndrome; UMN syndrome; prevalence; incidence; prediction; disabling spasticity; Neurology; Neurologi; Rehabilitation Medicine; Rehabiliteringsmedicin; Neurology; Neurologi;

   Sammanfattning : The prevalence of spasticity after first-ever stroke is approximately 20%, but there are no data on the prevalence of disabling spasticity.The reported prevalence of pain after stroke varies between 19% and 74%, whether pain is associated with spasticity is not known. LÄS MER

5. 4. Electric Fields for Surface Design and Chemical Analysis

   Författare :Christian Ulrich; Fredrik Björefors; Ingemar Lundström; Tautgirdas Ruzgas; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Electric fields; Surface design; Chemical analysis; Bipolar electrodes; Impedance spectroscopy; Electrochemistry; Elektrokemi; Chemical physics; Kemisk fysik; Physical chemistry; Fysikalisk kemi; Surface and colloid chemistry; Yt- och kolloidkemi;

   Sammanfattning : This thesis deals with the use of electric fields for evaluation and control of chemical systems. An electric field can result in the flow of charge across an interface between a metal and a solution, by means of chemical reactions. This interplay between electricity and chemistry, i.e. LÄS MER

7. 5. CFD Simulation of Jet in Asymmetric Co-flows in a Down-scaled Rotary Kiln Model

   Författare :Ziyan Teng; Staffan Lundström; Sofia Larsson; Daniel Marjavaara; Christian Fredriksson; Luleå tekniska universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Strömningslära; Fluid Mechanics;

   Sammanfattning : Rotary kilns are industrial furnaces that have been widely used in limestone calcination, cement industry and hazardous waste incineration for centuries. In this work a rotary kiln used for the iron ore pellet sintering process in the grate-kiln pelletizing system has been studied. LÄS MER