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...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/31491 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| id |
id-itb.:31491 |
|---|---|
| spelling |
id-itb.:314912018-09-13T11:20:53ZPAIRS TRADING USING COINTEGRATION METHOD FRESIAN MEILIANA (NIM: 10114070), VINSENSIA Indonesia Final Project INSTITUT TEKNOLOGI BANDUNG https://digilib.itb.ac.id/gdl/view/31491 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 stock. High correlation indicate that two stocks tend to have the same trend. Correlation is not enough to ensure that two stocks will return to the equilibrium state, so cointergrated properties will be used. There are some indications to indicate when a close trade will happen. <br /> text |
| institution |
Institut Teknologi Bandung |
| building |
Institut Teknologi Bandung Library |
| continent |
Asia |
| country |
Indonesia Indonesia |
| content_provider |
Institut Teknologi Bandung |
| collection |
Digital ITB |
| language |
Indonesia |
| description |
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 stock. High correlation indicate that two stocks tend to have the same trend. Correlation is not enough to ensure that two stocks will return to the equilibrium state, so cointergrated properties will be used. There are some indications to indicate when a close trade will happen. <br />
|
| format |
Final Project |
| author |
FRESIAN MEILIANA (NIM: 10114070), VINSENSIA |
| spellingShingle |
FRESIAN MEILIANA (NIM: 10114070), VINSENSIA PAIRS TRADING USING COINTEGRATION METHOD |
| author_facet |
FRESIAN MEILIANA (NIM: 10114070), VINSENSIA |
| author_sort |
FRESIAN MEILIANA (NIM: 10114070), VINSENSIA |
| title |
PAIRS TRADING USING COINTEGRATION METHOD |
| title_short |
PAIRS TRADING USING COINTEGRATION METHOD |
| title_full |
PAIRS TRADING USING COINTEGRATION METHOD |
| title_fullStr |
PAIRS TRADING USING COINTEGRATION METHOD |
| title_full_unstemmed |
PAIRS TRADING USING COINTEGRATION METHOD |
| title_sort |
pairs trading using cointegration method |
| url |
https://digilib.itb.ac.id/gdl/view/31491 |
| _version_ |
1822923603133333504 |