Statistical arbitrage on the FTSE/JSE TOP 40 index

Statistical arbitrage on the FTSE/JSE TOP 40 index

Submitted as a Requirement of the Master of Management (Finance and Investment Management) University of the Witwatersrand Business School Johannesburg === The mid 2000’s saw the materialization of research into the financial engineering field of high frequency trading. It is arguable that the mo...

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Bibliographic Details
Main Author: Ngcobo-Koyana, Mandlenkosi Svato
Format: Others
Language:en
Published: 2017
Subjects:
Stocks > Prices > South Africa
Johannesburg Stock Exchange
Arbitrage
Finance > Mathematical models
Online Access:Ngcobo-Koyana, Mandlenkosi Svato (2017) Statistical arbitrage on the FTSE/JSE TOP 40 index, University of the Witwatersrand, Johannesburg, <http://hdl.handle.net/10539/23134>
http://hdl.handle.net/10539/23134

Internet

Ngcobo-Koyana, Mandlenkosi Svato (2017) Statistical arbitrage on the FTSE/JSE TOP 40 index, University of the Witwatersrand, Johannesburg, <http://hdl.handle.net/10539/23134>
http://hdl.handle.net/10539/23134

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