PAIRS TRADING USING COINTEGRATION METHOD

When traders trade stocks, they want to get positive returns with small risk. That is the reason why people seek for arbitrage opportunity to trade. Pairs trading is one of method that can be used. <br /> <br /> Pairs trading is a method using two highly correlated stocks in trading sto...

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Bibliographic Details
Main Author: FRESIAN MEILIANA (NIM: 10114070), VINSENSIA
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/31491
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Institution: Institut Teknologi Bandung
Language: Indonesia