Sökning: "Pascal Larsson"

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  1. 1. 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