Systematic multi-factor trading strategy based on SGX market
Numerous studies have been conducted over the years in an attempt to identify profitable trading strategies for financial markets. However, the high level of efficiency in larger markets, such as the US stock market, has led to such strategies being quickly exploited by investors and arbitrageurs. I...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
Nanyang Technological University
2023
|
| Subjects: | |
| Online Access: | https://hdl.handle.net/10356/167306 |