Browsing Faculty of Business by Subject "Stock exchanges"
Now showing items 1-1 of 1
-
Investigation of stochastic pairs trading strategies under different volatility regimes
(Blackwell, 2010-09)We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use ...
Share this page