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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.