Pairs trading using the underlyings of the stock futures in Taiwan

碩士 === 中國文化大學 === 國際企業管理研究所 === 99 === The issue of pairs trading is regarded as a sort of trading strategy, which groups two targets with certain limitations and compares these targets. When the prices of these two targets are deviate, they are anticipated to be convergent. Therefore, investors are...

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Bibliographic Details
Main Authors: Lin,Ming Yu, 林明猷
Other Authors: Luo,Wu Chang
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/66181250661803774222