Copula approach for pairs-trading
Pairs trading is a market neutral trading strategy that was first introduced and implemented by Morgan Stanley in the 1980s. This simple strategy involves trading securities with similar trends in pairs, placing the undervalued security in long position and the overvalued security in short position....
Saved in:
| 主要作者: | |
|---|---|
| 其他作者: | |
| 格式: | Student Research Poster |
| 語言: | English |
| 出版: |
2013
|
| 在線閱讀: | https://hdl.handle.net/10356/95900 http://hdl.handle.net/10220/11307 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|