Pairs trading with zero-crossing method: Evidence from the US and Europe between 2011 and 2018
No Thumbnail Available
URL
Journal Title
Journal ISSN
Volume Title
School of Business |
Master's thesis
Ask about the availability of the thesis by sending email to the Aalto University Learning Centre oppimiskeskus@aalto.fi
Authors
Date
2018
Department
Major/Subject
Mcode
Degree programme
Finance
Language
en
Pages
57
Series
Description
Thesis advisor
Puttonen, VesaKeywords
pairs trading, statistical arbitrage, zero-crossing, trading strategy