Implementation and evaluation of the strategy Pairs Trading for Colombian public debt bonds

Pair trading is a statistical trading strategy based on the concept of mean reverting; investors select two related assets and establish a relation between them buying the underpriced asset and selling the overpriced. When the market returns to the equilibrium the strategy create profit from the sho...

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Detalles Bibliográficos
Autor Principal: Fajardo Rodriguez, Sandra Milena
Otros Autores: Castro, Carlos
Formato: Tesis de maestría (Master Thesis)
Lenguaje:Español (Spanish)
Publicado: Universidad del Rosario 2017
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