The Performace of Neutral Strategy-Based on TSMC and UMC
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 99 === The one- on-one pair trading strategy is the most commonly used in the arbitrage of trading strategies. The pair trading targets are chosen from two products or companies with highly business-related in the same industry/market, and then obtaining profits fr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66025894854810366413 |