Week 2 - Strategy-Pairs Trading Strategy
Pairs Trading: Performance of a relative value arbitrage rule - 1
Week 2 - Strategy- Scaffolding materials
How to read an academic paper - a
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How to read an academic paper - b
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How to read an academic paper - c
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How to read an academic paper - Abstract
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How to read and get the most out of a journal article
Week 3 - Data Collection-Data Collection
Pairs Trading: Performance of a relative value arbitrage rule - 2
Week 4 - Strategy Rules-Trading rules
Pairs Trading: Performance of a relative value arbitrage rule - 3
Week 4 - Strategy Rules- Scaffolding materials
Piotroski F-Score : Implementation - a
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Piotroski F-Score : Implementation - b
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Piotroski F-Score : Wrap up
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Week 5 - Strategy Evaluation-Scaffolding materials
Measuring portfolio or fund returns
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Benchmarks for portfolio performance evaluation
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Alternate performance measures
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