Pairs trading with topological data analysis (Q6492031): Difference between revisions

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+Multi-asset Optimal Execution and Statistical Arbitrage Strategies under Ornstein--Uhlenbeck Dynamics
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+ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS
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+Pairs trading with partial cointegration
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+Computational Topology for Data Analysis
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+Pairs trading
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+Statistical arbitrage in the Black–Scholes framework
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+PAIRS TRADING OF TWO ASSETS WITH UNCERTAINTY IN CO-INTEGRATION'S LEVEL OF MEAN REVERSION
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+Intraday pairs trading strategies on high frequency data: the case of oil companies
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+PROFITABILITY OF A SIMPLE PAIRS TRADING STRATEGY: RECENT EVIDENCES FROM A GLOBAL CONTEXT
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+Dynamic modeling of mean-reverting spreads for statistical arbitrage
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+Pairs trading under delayed cointegration
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