Thong Dao

University of Southampton - Business School

SO17 1TR

United Kingdom

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Scholarly Papers (1)

1.

Ultra-High-Frequency Pairs Trading in Gold ETFs

Number of pages: 31 Posted: 07 Jun 2017
University of Southampton - Business School, University of Southampton - Southampton Business School and ICMA Centre, Henley Business School
Downloads 178 (204,831)

Abstract:

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pairs trading, statistical arbitrage, high frequency, gold ETFs