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Title: Optimal Short-term Mean-reversion and Momentum Trading Strategies and Spread Forecasts for Global Equity Pairs
Authors: Tang, Jeffrey Yong
Advisors: Sircar, Ronnie
Department: Operations Research and Financial Engineering
Class Year: 2009
Extent: 110 Pages
Format: Contains color or special media
Other Identifiers: 23000
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

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