SocGen Launches Pair Trade CDS Algo

Strategists at Société Générale have created an algorithmic framework to identify pair trade opportunities for single name credit default swaps.

  • 20 May 2013

Strategists at Société Générale have created an algorithmic framework to identify pair trade opportunities for single name credit default swaps.

“This pair trade model combines two new algorithms to identify pair trade opportunities on European CDS universe,” Raphael Dando, a credit strategist at SocGen in Paris, told DI. “The ...

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