COPULA METHOD IN PAIRS TRADING WITH SIMULATION OF COINTEGRATIED SERIES
Pairs trading is one of the stock investment strategies. This strategy uses two highly correlated stocks. A high correlation value indicates that both stocks tend to move together and have a long-term balance. In this final project, the amount of risk in the pairs trading strategy will be determined...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/42387 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |