Browsing by Author "Hussein, Mustafa"

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    Can Safety and Profitability Coexist? Performance Analysis of Pairs Trading among S&P 500 Stocks
    (2025-07-07) Hussein, Mustafa; University of Gothenburg/Graduate School; Göteborgs universitet/Graduate School
    This study examines the effectiveness of pairs trading strategies in U.S. equity markets from 2005 to 2024, with a particular focus on how trading volume affects performance. Using a comprehensive approach that analyzes 270 distinct parameter combinations, various weighting methodologies, and realistic transaction cost scenarios, the research demonstrates that volume is a fundamental driver of pairs trading success. High-volume pairs consistently outperform low-volume pairs across all tested configurations and optimal parameters yielding Sharpe ratios well above 2 in the testing period. Contrary to efficient market expectations, strategy performance improved in recent years (2015-2024) compared to the earlier period (2005-2014). Transaction cost analysis reveals that while the strategy remains successful under institutional-level cost structures, trading commission fees impact performance more significantly than borrowing costs. The findings contribute to both theoretical understanding of market efficiency and practical implementation of statistical arbitrage strategies, suggesting that pairs trading continues to offer attractive risk-adjusted returns for sophisticated investors despite its widespread documentation in financial literature.
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    The Benefits of Virtual Reality in Education- A comparision Study
    (2015-07-20) Hussein, Mustafa; Nätterdal, Carl; Göteborgs universitet/Institutionen för data- och informationsteknik; University of Gothenburg/Department of Computer Science and Engineering
    In education, new technologies are used to improve the process of learning. Mobile has been one these technologies offerings educators a way to communicate with the students by using suitable applications for learning. Virtual reality (VR) and its use in education has long been discussed, one of the main challenges is that VR was unaffordable for educational institutes. However VR has evolved since then, the technology is up to date, cheaper and more accessible than it has ever been. This paper presents a qualitative study that examines the benefits of VR educational applications in comparison to the same application on the mobile. Xolius, an application for astronomy learning is presented and evaluated by 20 students and 5 educators through interviews. By analysing the results we have found that VR is especially effective in subjects where an interactive environment is needed. VR also offers an immersive experience, involvement and promoting active learning in comparison to the mobile application.