Cointegration based pairs trading in the twenty-first century

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URL

Journal Title

Journal ISSN

Volume Title

School of Business | Master's thesis

Authors

Date

2019

Department

Rahoituksen laitos

Major/Subject

Mcode

Degree programme

Finance

Language

en

Pages

44

Series

Description

Thesis advisor

Nyberg, Peter

Keywords

pairs trading, cointegration, statistical arbitrage, quantitative strategies

Other note

Citation

Permanent link to this item

https://urn.fi/URN:NBN:fi:aalto-201906023271

Collections

[gradu] Kauppakorkeakoulu / BIZ