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1. A Relook and Retest of the Rainy Day Hedged Portfolio

open_access
Open Access
Author:
Phillips, Josephine
Title:
A Relook and Retest of the Rainy Day Hedged Portfolio
Area of Honors:
Finance
Keywords:
Rainy Day Stocks
Alpha
Excess Returns
Rainy Day Hedged Portfolio
Finance
Portfolio Analysis
Covid-19
Recessions
Investing
File:
Download A_Relook_and_Retest_of_the_Rainy_Day_Hedged_Portfolio.pdf
Thesis Supervisors:
Stephen Lenkey, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor
Stefan M Lewellen, Faculty Reader

2. Examining the Feasibility and Effectiveness of Utilizing Dark Pool Transactions in Retail Algorithmic Trading

restricted_to_institution
Restricted (Penn State Only)
Author:
Qu, James
Title:
Examining the Feasibility and Effectiveness of Utilizing Dark Pool Transactions in Retail Algorithmic Trading
Area of Honors:
Finance
Keywords:
Dark Pool
Finance
Algorithmic Trading
Trading
Performance
S&P 500
Black Box
Alpha
TD
TD Ameritrade
API
File:
Login to Download
Thesis Supervisors:
Mihail Velikov, Thesis Supervisor
Brian Spangler Davis, Thesis Honors Advisor