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Doubling: Nick Leeson’s trading strategy

By Stephen J. Brown A and Onno W. Steenbeek B


This paper examines the trading strategy attributed to Mr. Nicholas Leeson, who was the chief derivatives trader of Barings bank in Singapore. His activities were the main cause of the eventual collapse of Barings bank. Daily information is available for the full period Leeson was active in Singapore, from January 1992 until 1995, for all relevant products. The information includes daily volume, open interest, opening, closing, highest and lowes

Topics: Nick Leeson, Doubling, Barings bank
Year: 2011
OAI identifier: oai:CiteSeerX.psu:
Provided by: CiteSeerX
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