Automated Trading System

This is a final report which is part of the dissertation for the Master course Computation Finance. The title of this dissertation is "Automated Trading System". As the name explains itself, this project is about building an automated trading system which employs the statistical arbitrage...

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Bibliographic Details
Main Author: Le, Duc Minh
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2008
Subjects:
Online Access:https://eprints.nottingham.ac.uk/22490/