Lehman Trading Book Migration 2-7-08
46899440 Derivative Pair Trading
Absolute Alpha General Overview
“Model Based Trading in the Real World” Thierry F. Bollier Presentation to Derivatives 2007: New Ideas, New Instruments, New Markets Special thanks to.
CH5 Overview 1. Agenda 1.History 2.Motivation 3.Cointegration 4.Applying the model 5.A trading strategy 6.Road map for strategy design 2.
“ Model Based Trading in the Real World ”
