This decommissioned ERA site remains active temporarily to support our final migration steps to https://ualberta.scholaris.ca, ERA's new home. All new collections and items, including Spring 2025 theses, are at that site. For assistance, please contact erahelp@ualberta.ca.
Search
Skip to Search Results-
Fall 2013
This thesis considers PVol (Percentage of Volume) strategies, which are an often used type of algorithmic trading strategies. In a PVol strategy, the broker aims to bring the order execution speed in line with a percentage of the market volume. This target percentage and the total order size are...
-
Fall 2014
Financial systemic crisis could be broadly understood as the deterioration of the banking sector which results in damage to the real economy. From elementary accounting, a firm's financial position can be characterized by the value of its asset holdings versus the amount it borrow from others. If...