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:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Student Research Poster |
| Language: | English |
| Published: |
2013
|
| Online Access: | https://hdl.handle.net/10356/95900 http://hdl.handle.net/10220/11307 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Nanyang Technological University |
| Language: | English |