Sökning: "Pairs Trading"

Visar resultat 1 - 5 av 36 uppsatser innehållade orden Pairs Trading.

  1. 1. Singular Value Decomposition as a Method for Analyses and Forecasts of Financial Data

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Axel Gustavsson; [2021]
    Nyckelord :Singular value decomposition; Technical analysis; Trading strategy; Finance; Business and Economics;

    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

  2. 2. Can pairs trading be used during a financial crisis?

    Kandidat-uppsats, Uppsala universitet/Statistiska institutionen; Uppsala universitet/Statistiska institutionen

    Författare :Axel Eurenius Larsson; Vincent Karlberg Hauge; [2020]
    Nyckelord :Pairs trading; Cointegration; Stationarity; Market neutrality; Financial crises; Statistical arbitrage.;

    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

  3. 3. Mathematical aspects of Pairs Trading

    Master-uppsats, Uppsala universitet/Tillämpad matematik och statistik

    Författare :Georgios Orfanidis; [2020]
    Nyckelord :;

    Sammanfattning : .... LÄS MER

  4. 4. With a Preference for Priority: Explaining Variations of Stability and Efficiency in School Choice

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Alexander Andevall Mårtensson; Nils Lager; [2019]
    Nyckelord :matching theory; market design; allocative efficiency; mechanism design; education and research institutions;

    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

  5. 5. Pairs Trading in Swedish Investment Companies

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Pascal Dettwiler; Edvin Larsson; [2019]
    Nyckelord :Pairs trading; Investment Company; Traded at Discount; Bollinger Bands; Moving Average; Trading Strategy; Algorithmic Trading; Algo trading; Business and Economics;

    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