This project develops a pairs trading strategy using cointegration among NASDAQ-100 equities, specifically within the QQQ ETF universe. By identifying securities with mean-reverting price ...
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Rajagiri Centre for Business Studies, Rajagiri College of Social Sciences (Autonomous), Kochi, India. Asset allocation is perceived as one of the most significant and strategic decision to be taken by ...
Abstract: This paper investigates the usage of Johansen Cointegration Test for adaptive target detection with hyperspectral remote sensing data. Johansen Cointegration Test aims at mining long-term ...
ABSTRACT: The present study attempts to empirically analyze the co-movement in the BRIC countries’ stock markets in the long run by employing a Johansen cointegration technique. We have divided the ...
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