Harbourfront Quantitative Finance

Harbourfront Quantitative Finance

Share this post

Harbourfront Quantitative Finance
Harbourfront Quantitative Finance
Selecting Pairs Using Principal Component Analysis
Copy link
Facebook
Email
Notes
More

Selecting Pairs Using Principal Component…

Nam Nguyen Ph.D.
Jan 7
12

Share this post

Harbourfront Quantitative Finance
Harbourfront Quantitative Finance
Selecting Pairs Using Principal Component Analysis
Copy link
Facebook
Email
Notes
More
4

Pairs trading is a market-neutral strategy that involves identifying two correlated securities and taking positions based on their relative price movements.

Read →
Comments
User's avatar
© 2025 Nam Nguyen
Privacy ∙ Terms ∙ Collection notice
Start writingGet the app
Substack is the home for great culture

Share

Copy link
Facebook
Email
Notes
More