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Pairs trading and spread persistence in the European stock market
(01/04/2018)
En este artículo adaptamos el modelo de demanda y oferta introducido por Figuerola-Ferretti and Gonzalo (Journal of Econometrics 2010) para ilustrar el mecanismo subyancente en la estrategia de negociación de pairs trading.
Futures Trading Opportunities: Fundamentally-Oriented and Convergence Trading?
(01/11/2017)
In the article, Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads, Till and Eagleeye (2017) describe two futures trading strategies: trend-following and calendar-spread trading. In that article, ...