A framework for applied quantitative trading strategies in South African equity markets / Jacques Francois du Plessis

This study discusses the history, origins and use of quantitative trading in the financial sector and it also lays the ground work for a framework of applied quantitative trading strategies in South African equity markets. This framework is then used on actual real world stock data from the Johannes...

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Bibliographic Details
Main Author: Du Plessis, Jacques Francois
Language:en
Published: North-West University 2013
Online Access:http://hdl.handle.net/10394/8683