Browsing Bachelor Thesis - Mathematics by Author "Thien, Huynh Quang"
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Applying pairs trading to Vietnamese stocks
Thien, Huynh Quang (International University - HCMC, 2019)In this research, we nd out Pairs Trading's de nition, alogrithm. Then we apply pairs trading in Vietnamese stock market. 50 pairs of stocks in Vietnamese stock market are used to apply pairs trading. Next, we use One ...