Browsing NHH Brage by Author "Andersen, Håkon"
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Statistical arbitrage trading with implementation of machine learning : an empirical analysis of pairs trading on the Norwegian stock market
Andersen, Håkon; Tronvoll, Håkon (Master thesis, 2018)The main objective of this thesis is to analyze whether there are arbitrage opportunities on the Norwegian stock market. Moreover, this thesis examines statistical arbitrage through cointegration pairs trading. We embed ...