Copula-based pairs trading in local markets
Pairs trading is a widely accepted quantitative trading strategy originated from Wall Street. The intrinsic idea of pairs trading is to identify a pair of stocks whose prices move together in their history. Subsequently, long/short positions are constructed when the stock prices are undervalued/over...
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| Format: | Student Research Poster |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/79545 http://hdl.handle.net/10220/24241 |
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| Institution: | Nanyang Technological University |
| Language: | English |