Pairs Trading Quantitative Methods and Analysis



Lectures

Chap. 1
Chap.2 Time series
CH2 Time series 沈宣佑 ( david80701y AT hotmail.com )
Chap.3 Factor model
CH3 Factor model 沈宣佑 ( david80701y AT hotmail.com )
Chap.4
Chap.5 Overview
CH5 Overview 沈宣佑 ( david80701y AT hotmail.com )
Chap.6 Pairs Selection in Equity Markets
CH6 Pairs Selection in Equity Markets 沈宣佑 ( david80701y AT hotmail.com )
Chap.7 Testing For Tradability
CH7 Testing For Tradability 沈宣佑 ( david80701y AT hotmail.com )
Chap.8 Trading design
CH8 Trading design 沈宣佑 ( david80701y AT hotmail.com )

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