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Conduct the pairs trading for the period

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Suppose that you are allowed to take short positions for at most 100 shares of any stock, and that each time you earn a profit, you deposit it into a bank account which gives you a monthly return of 0.25%. Set your own thresholds δ, γ; conduct the pairs trading for the period from February 1, 2020 to October 1, 2021; and report the total profit on October 1, 2021, resulting from your strategy

Reference no: EM133060222

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