Sökning: "Aaron Nygren"

Hittade 1 uppsats innehållade orden Aaron Nygren.

  1. 1. can computers beat the market?: testing pairs trading using a simulated trading strategy

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Johan Nygren; Aaron Ibbotson; [2006]
    Nyckelord :pairs trading; market neutral; hedge; trading strategy;

    Sammanfattning : The purpose of this study is to increase the understanding of quantitative trading and to contribute to the general knowledge relating to market efficiency. In current paper the authors develop and simulate a popular trading methodology known as pairs trading. LÄS MER