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

    Kandidat-uppsats, 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