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Lecture  Pairs Trading Steven Skiena Department of Computer Science State University of Lecture  Pairs Trading Steven Skiena Department of Computer Science State University of

Lecture Pairs Trading Steven Skiena Department of Computer Science State University of - PDF document

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Uploaded On 2014-11-13

Lecture Pairs Trading Steven Skiena Department of Computer Science State University of - PPT Presentation

cssunysbedu skiena Pairs Trading This strategy was pioneered by Nunzio Tartaglias quant group at Morgan Stanley in the 1980s It remains an important statistical arbitrage technique used by hedge funds They found that certain securities were correlate ID: 11301

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