Hossein Rad

University of Queensland Business School

St Lucia

Australia

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

1.

The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods

Rad, Hossein, Low, Rand Kwong Yew and Faff, Robert W., The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods, Quantitative Finance, DOI: org/10.1080/14697688.2016.1164337
Number of pages: 35 Posted: 05 Jun 2015 Last Revised: 19 May 2016
University of Queensland Business School, University of Queensland Business School and University of Queensland
Downloads 3,267 (3,069)

Abstract:

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pairs trading, copula, cointegration, quantitative strategies, statistical arbitrage

2.

Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach

Number of pages: 15 Posted: 05 Jun 2015
Maastricht University - Department of Finance, University of Tehran, University of Queensland Business School and University of Tehran
Downloads 535 (49,907)

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Pairs Trading, Fractional Cointegration, Fractional Vector Error Correction Model, Mean Reversion

3.

Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?

Number of pages: 43 Posted: 04 Jun 2017 Last Revised: 10 May 2019
University of Queensland Business School, University of Queensland Business School, Audencia Nantes School of Management and University of Queensland
Downloads 533 (50,133)

Abstract:

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long-short portfolios, equal weights, optimized weights, risk-timing weights

4.

Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation

Number of pages: 56 Posted: 05 Jun 2015
Hossein Rad
University of Queensland Business School
Downloads 278 (107,517)

Abstract:

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commodity futures, trading strategy, momentum, term-structure

5.

Motivating Postgrad Research Students to Pitch Their Ideas: What Have We Learned from 'Pitching Research' Competitions at UQ?

Number of pages: 38 Posted: 21 Jan 2017 Last Revised: 21 Feb 2017
University of Queensland, Independent, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Faculty of Engineering, Physical Science and Architecture, School of Architecture, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Students, University of Queensland, Business School, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Students, University of Queensland, Business School, Students, University of Queensland, Business School, Students, University of Queensland Business School, University of Queensland, Business School, Students, University of Queensland, Business School, Students, Australian National University (ANU), University of Queensland, Students, University of Queensland, Business School, Students and University of Queensland
Downloads 128 (218,275)

Abstract:

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pitching research; new research ideas; pitching competition; template; research proposal; novice researcher; research mentor; Pitch Doctor