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Does Pairs trading work on the Johannesburg Stock Exchange?
In this study it was examined whether Pairs trading is a potentially profitable trading strategy on the Johannesburg Stock Exchange. Pairs trading is a quantitative based trading strategy, in which shares are paired up based on a historic price relationship and traded accordingly, in a contrarian ma...
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| Format: | Thesis |
| Language: | English |
| Published: |
GSB: Faculty
2016
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