Does simple pair trading work in the forex market? An empirical approach = ¿Funciona la estrategia de Trading Simple de Pares en el mercado de divisas? Una aproximación experimental

Abstract: Pairs trading is a well-known and widely used strategy in the financial industry. Many academic papers have been published regarding to this topic, mainly applied over samples in the stock markets. This project attempted to analyze the application of a simple pairs trading rule in the Fore...

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Detalles Bibliográficos
Autor Principal: Atanasov, Georgi; Vesga Bermejo, Cristhian Andrés
Formato: Trabajo de grado (Bachelor Thesis)
Lenguaje:Desconocido (Unknown)
Publicado: 2015
Materias:
Acceso en línea:http://babel.banrepcultural.org/cdm/ref/collection/p17054coll23/id/92