Maximizing profit per unit time in cointegration based pairs trading

Tutal, Duygu2016-01-082016-01-082014http://hdl.handle.net/11693/15927Cataloged from PDF version of article.Includes bibliographical references leaves 57-59xiv, 107 leaves, tables, graphicsEnglishinfo:eu-repo/semantics/openAccessPairs TradingCointegrationTime Series AnalysisMarkov ChainHG4661 .T88 2014Pairs trading.Cointegration.Time-series analysis.Markov processes.Stocks--Prices.Maximizing profit per unit time in cointegration based pairs tradingThesis