PAIR TRADING STRATEGIES Presented by: Industry Guide: Faculty Guide: Anand Agrawal - 09206 Sulagn Patanaik - 09150 Mr. Vivek Gupta Prof. Devi Prasad Bedari & Dr. Jaba M. Gupta Company: CapitalVia Global Research Ltd. Road Map About CapitalVia Why Pair Trading? Project Objective Scope What is Pair Trading? Methodology Strategy Analysis Observations Findings Limitations Future Scope Pair Trading 1 November 2010 CapitalVia Global Research Ltd. Investment advisory firm Stock tips Commodity
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EXECUTIVE SUMMARY ………………………………………………………………..2 PAIRS TRADING: INTRODUCTION……………………………………………………..3 KEY CHARACTERISTICS………………………………………………………………….5 INSTRUMENTS USED FOR PAIRS TRADING ………………………………………...8 STRATEGY …………………………………………………………………………………10 TESTING FOR MEAN REVERSION ……………………………………………………10 PAIRS TRADING MODEL ………………………………………………………………..11 a. Screening for Pairs b. Trading Rules c. Risk Management d. Risk involved STEPS IN PAIR TRADING ……………………………………………………………….14 CASES ………………………………………………………………………………………
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PEMBAHASAN 5 II.1 Pengertian dan Undang-Undang Mengenai Insider Trading 5 II.2 Mendeteksi Terjadinya Insider Trading 9 II.3 Mencegah Terjadinya Insider Trading 12 BAB III KESIMPULAN 16 DAFTAR PUSTAKA 17 KATA PENGANTAR Penulis mengucapkan syukur kepada Tuhan Yang Maha Esa karena tugas individu mata kuliah Pengetahuan Pasar Modal dan Keuangan Perusahaan yang berjudul "Mendeteksi dan Mencegah Terjadinya Insider Trading"‚ dapat diselesaikan dan dikumpulkan tepat waktu. Tugas individu
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TRADING STOCKS Stock trading has become one of the most popular and efficient ways to make money since it is easy to access and it could bring a lot of money back to investors. With some extra money‚ anyone can purchase stocks from a company or corporation and make profit. A stock is basically a type of security that signifies ownership in a corporation and represents a claim on part of the corporation’s assets and earnings. There are two main types of stock: common and preferred. Common stock
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Carbon Trading: Future Money Making Venture for India Sarika Gupta Assistant Professor‚ P.M.B. Gujrati Commerce Collage‚ Indore Abstract Carbon Trading are generated by enterprises in the developing world that shift to cleaner technologies and thereby consumption‚ consequently reducing their greenhouse gas emissions. For each tone of carbon dioxide (the major GHG) emission avoided‚ the entity can get a carbon emission certificate which they can sell either immediately or through a futures market
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Executive Summary This research report documents the findings of an empirical study of judicial findings (of superior courts) relating to the duty to prevent insolvent trading. The duty to prevent insolvent trading is the most controversial of the duties imposed upon company directors. Those who support the duty argue that it provides appropriate protection for the unsecured creditors of companies. Those who oppose the duty argue that it has the effect of making directors unduly risk adverse
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1.Environmental protection movement * The environmental movement (a term that sometimes includes The conservation and green movements) is a diverse scientific‚ social‚ And political movement. in general terms‚ environmentalists advocate The sustainable management of resources‚ and the protection (and Restoration‚ when necessary) of the natural environment through Changes in public policy and individual behavior . In its recognition of humanity as a participant in ecosystems‚ the movement is centered
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Intro Abuse Risk Activities Policy Chapter 9 Trading and Speculation Jon Danielsson © 2009‚ 2010‚ 2011‚ 2012 LSE Michaelmas Term 2012 Intro Abuse Risk Activities Policy Introduction Intro Abuse Risk Activities Policy Speculation Force for good and force for bad • Speculators help farmers to plan production • And traders to threaten the financial system • There is no clear definition • But generally investment is long–term‚ speculation
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Commodities Futures Trading in India Indian markets have recently thrown open a new avenue for retail investors and traders to participate: commodity derivatives. For those who want to diversify their portfolios beyond shares‚ bonds and real estate‚ commodities is the best option. What is commodity trading? It’s an age-old phenomenon. Modern markets came up in the late 18th century‚ when farming began to be modernised. Though the trade’s mechanisms have changed‚ the basics are still the same
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Sakim Lim FI-302 11/25/2012 Trading Game Report Rewarding the John Parulis’s article “what just happened to in the stock market?”‚ government economy plan and Treasury bonds may influence the stock market. And espeacially the government budget increase and government treasury bonds downgraded from AAA to AA+ by standard and Poor’s are important causes for stock market. “Last week‚ the Dow Jones Industrial Average rose or fell by at least 400 points for four straight days‚ a stock market first
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