Making Money with statistical Arbitrage

Generating Alpha in sideway Markets with this Option Strategy


Bachelor Thesis, 2010

56 Pages


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Excerpt out of 56 pages

Details

Title
Making Money with statistical Arbitrage
Subtitle
Generating Alpha in sideway Markets with this Option Strategy
College
University of Frankfurt (Main)
Author
Year
2010
Pages
56
Catalog Number
V194770
ISBN (eBook)
9783656200970
ISBN (Book)
9783656201991
File size
1131 KB
Language
English
Keywords
hedge, funds, strategies, time, series, based, semi-variance, prediction, model, statistical, arbitrage
Quote paper
Jan Becker (Author), 2010, Making Money with statistical Arbitrage, Munich, GRIN Verlag, https://www.grin.com/document/194770

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