STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION

Bachelor's

Saved in:
Bibliographic Details
Main Author: FENG XIAOHANG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204511
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Be the first to leave a comment!
You must be logged in first