STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION

Bachelor's

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Bibliographic Details
Main Author: FENG XIAOHANG
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204757
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Institution: National University of Singapore
id sg-nus-scholar.10635-204757
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spelling sg-nus-scholar.10635-2047572021-10-28T01:20:47Z STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION FENG XIAOHANG MATHEMATICS TONG XIN Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-28T01:20:47Z 2021-10-28T01:20:47Z 2019 FENG XIAOHANG (2019). STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204757
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
description Bachelor's
author2 MATHEMATICS
author_facet MATHEMATICS
FENG XIAOHANG
author FENG XIAOHANG
spellingShingle FENG XIAOHANG
STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION
author_sort FENG XIAOHANG
title STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION
title_short STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION
title_full STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION
title_fullStr STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION
title_full_unstemmed STATISTICAL ARBITRAGE PAIRS TRADING BASED ON COINTEGRATION
title_sort statistical arbitrage pairs trading based on cointegration
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/204757
_version_ 1715201459894616064