Forecasting Return of ETFs constituents

Student: Tokareva Ekaterina

Educational Programme: Economics (Master)

Year of Graduation: 2020

This paper focuses on the passive method of investment in exchange-traded funds (ETF), and the correlation between the returns of ETF and the assets that it includes. Several hypotheses about differences in the return of assets included in the index Fund were analyzed and tested. Based on the confirmed hypothesis, a trading strategy was built that allows investor to get a higher-than-market return.

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