Managing an agricultural commodities portfolio in South Africa with pairs trading / André Heyman
Although a pair trading is well known among South African agricultural commodity traders, there are no comprehensive documented accounts for the selection and trading of agricultural commodity pairs in South Africa. The majority of agricultural commodity pairs traders take positions based on their p...
Main Author: | Heymans, André |
---|---|
Published: |
North-West University
2009
|
Subjects: | |
Online Access: | http://hdl.handle.net/10394/2308 |
Similar Items
-
Managing an agricultural commodities portfolio in South Africa with pairs trading / André Heyman
by: Heymans, André
Published: (2009) -
Pairs Trading to the Commodities Futures Market Using Cointegration Method
by: Cüneyt Ungever
Published: (2015-10-01) -
Self-pairings on hyperelliptic curves
by: Galbraith Steven D., et al.
Published: (2013-07-01) -
The Applicability of Pairs Trading in Taiwan Stock Market
by: 謝承達, et al. -
The Predictability of GARCH-Type Models on the Returns Volatility of Primary Indonesian Exported Agricultural Commodities
by: Saarce Elsye Hatane
Published: (2011-09-01)