Análisis de oportunidades de arbitraje estadístico en el IBEX35

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TITLE:

Análisis de oportunidades de arbitraje estadístico en el IBEX35 - TFG:7480

Handle:

https://hdl.handle.net/20.500.11797/TFG7480

Student:	López Citoler, Borja
Language:	spa
Title in original language:	Análisis de oportunidades de arbitraje estadístico en el IBEX35
Title in different languages:	Analysis of statistical arbitrage opportunities on the IBEX35
Keywords:	statistical arbitrage, pairs trading, Ibex35
Subject:	Arbitratge (Borsa)
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.
Project director:	Español Balagué, Jordi
Department:	Gestió d'Empreses
Education area(s):	Finances i Comptabilitat
Entity:	Universitat Rovira i Virgili (URV)
Creation date in repository:	2024-07-29
Work's public defense date:	2024-06-25
Academic year:	2022-2023
Confidenciality:	No
Subject areas:	Economic and business sciences
Access rights:	info:eu-repo/semantics/openAccess

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File	Description	Format
Memòria	Memory	application/pdf

Type:	info:eu-repo/semantics/bachelorThesis
Títol:	Análisis de oportunidades de arbitraje estadístico en el IBEX35
Contributor:	Español Balagué, Jordi
Subject:	Economía y empresa Economic and business sciences Economia i empresa Arbitratge (Borsa)
Date:	2024-06-25
Language:	spa
Format:	Universitat Rovira i Virgili (URV)
Creator:	López Citoler, Borja
Rights:	info:eu-repo/semantics/openAccess

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