Market – Neutral Strategies Components Research

Student: Klykov Vyacheslav

Faculty: Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod)

Educational Programme: Applied Mathematics and Information Science (Bachelor)

Final Grade: 7

Year of Graduation: 2017

"Market – Neutral Strategies Components Research" The volume of Final qualifying work is 41 page containing 18 figures. Appendix contains 2 code programs. Were used 7 sources. Key words: Statistical analysis, pair trading, market neutral strategy, machine learning, time series. The object of research are time series of companies in the Russian stock market. Final qualifying work consists of 3 chapters, the first one is introductory, describes the General mechanisms of how the stock market works, the second is mathematical and statistical base, the third is the presentation of the results and conclusion

Full text (added May 17, 2017)

Student Theses at HSE must be completed in accordance with the University Rules and regulations specified by each educational programme.

Summaries of all theses must be published and made freely available on the HSE website.

The full text of a thesis can be published in open access on the HSE website only if the authoring student (copyright holder) agrees, or, if the thesis was written by a team of students, if all the co-authors (copyright holders) agree. After a thesis is published on the HSE website, it obtains the status of an online publication.

Student theses are objects of copyright and their use is subject to limitations in accordance with the Russian Federation’s law on intellectual property.

In the event that a thesis is quoted or otherwise used, reference to the author’s name and the source of quotation is required.

Search all student theses