Treballs Fi de GrauGestió d'Empreses

Analysis of statistical arbitrage opportunities on the IBEX35

  • Identification data

    Identifier:  TFG:7480
    Handle: https://hdl.handle.net/20.500.11797/TFG7480
    Authors:  López Citoler, Borja
    Abstract:
    This study focuses on the investigation of statistical arbitrage opportunities in the Spanish market, taking the 35 stocks that make up the IBEX as base assets. For this purpose, the pairs trading strategy is mainly used, an investment methodology widely recognized in the financial field for its ability to monetize the temporary deviations that occur between two assets whose prices are in one way or another related.

  • Others:

    Access rights: info:eu-repo/semantics/openAccess
    Education area(s): Finances i Comptabilitat
    Department: Gestió d'Empreses
    Entity: Universitat Rovira i Virgili (URV)
    Confidenciality: No
    Subject: Arbitratge (Borsa)
    Project director: Español Balagué, Jordi
    Work's public defense date: 2024-06-25
    Creation date in repository: 2024-07-29
    Language: spa
    Academic year: 2022-2023
    Student: López Citoler, Borja

  • Keywords:

    statistical arbitrage
    Economic and business sciences

  • Documents:

    Memòria

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