Sökning: "Pairs Trading"
Visar resultat 1 - 5 av 36 uppsatser innehållade orden Pairs Trading.
- Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : This paper examines the sufficiency of a trading method based on singular value decomposition (SVD) of past stock prices. The SVD method is frequently used as a tool to reduce data noise, compress big-data, and analyse data components. Hence, the method is well suited to form a ground for a predictive tool of price developments. LÄS MER
- Kandidat-uppsats, Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen
Sammanfattning : In this paper, it is investigated whether pairs trading is a suitable trading strategy during a financial crisis. It is written in the subject of financial statistics and aims to particularly focus on the statistical aspects of the strategy. LÄS MER
- Master-uppsats, Uppsala universitet/Tillämpad matematik och statistik
Sammanfattning : .... LÄS MER
4. With a Preference for Priority: Explaining Variations of Stability and Efficiency in School ChoiceC-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi
Sammanfattning : In school choice systems, policy makers try to allocate students in a fair and efficient way. Two mechanisms for allocating students that has been of particular interest for market designers is Deferred Acceptance (DA), which is stable and does not allow for priority violations, and Top Trading Cycles (TTC), which is Pareto efficient but creates justified envy among students. LÄS MER
- Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen
Sammanfattning : The purpose of this paper is to examine if it is possible to profitably implement a market neutral trading strategy, so-called "pairs trading", on three different Swedish investment companies. It can be concluded that applying a pairs trading strategy on [these three] Swedish investment companies and their underlying listed assets has the potential to beat the market Sharpe ratio. LÄS MER