Serhat Guven

Universitat Pompeu Fabra

MSc. in Finance

Ramon Trias Fargas, 25-27

Barcelona, E-08005

Spain

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Dynamic Pairs Trading Strategy for the Companies Listed in the Istanbul Stock Exchange

Number of pages: 26 Posted: 22 Dec 2009
Evren Bolgün, Serhat Guven and Engin Kurun
IS Investment, Universitat Pompeu Fabra and ISE Settlement & Custody Bank
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Citation 5

Abstract:

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reversion, pairs trading, distance method, market neutral portfolio, Istanbul Stock Exchange, trading strategies