Enhancing and implementing a pairs trading strategy
This paper designs a pairs trading model with the intent to identify existing profitable market opportunities to invest, i.e. traditionally strong correlated stocks that have diverged from its historical norm. It comprises a broad literature review on this strategy whose relevant findings (strategy...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2015
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| Online Access: | http://hdl.handle.net/10362/14650 |
| Country: | Portugal |
| Oai: | oai:run.unl.pt:10362/14650 |