Sökning: "Stanley Jakobsson"

Hittade 1 uppsats innehållade orden Stanley Jakobsson.

  1. 1. A new approach to Pairs Trading : Using fundamental data to find optimal portfolios

    Master-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Erik Jakobsson; [2015]
    Nyckelord :Pairs Trading; Co-integration; Stock market;

    Sammanfattning : Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common and most researched strategies for market neutral returns. The strategy identifies stocks, or other financial securities, that historically has co-moved and forms a trading pair. LÄS MER