Alberto Pallotta (London Trading Group)

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Date/Time
Date(s) - 07/02/2018
3:30 pm - 4:30 pm

Location
WG48

Categories


Cointegration Based Trading Strategies

Most financial price series are not stationary. However, we can create a portfolio of two or more price series so that the market value of this portfolio is stationary making it easier to trade.
In this talk I will demonstrate how to achieve this using time series analysis instruments and show real life examples.

 

 

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