Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323): Difference between revisions

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scientific article; zbMATH DE number 7110447
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Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
scientific article; zbMATH DE number 7110447

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    Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (English)
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    26 September 2019
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    finance
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    optimal causal path
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    statistical arbitrage
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    lead-lag structure
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    high-frequency trading
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    cryptocurrency
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