Essays about: "Tobias Ek"
Found 1 essay containing the words Tobias Ek.
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1. Algorithmic Trading in CDS and Equity Indices Using Statistical Arbitrage
University essay from Lunds universitet/Matematisk statistikAbstract : Historical data shows a strong relationship between hourly changes in CDS index iTraxx Main and equity futures EURO STOXX 50. We hypothesize that the relatively stable relationship should allow us to trade the two markets. READ MORE
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