OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS (Q4596998)
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scientific article; zbMATH DE number 6817239
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS |
scientific article; zbMATH DE number 6817239 |
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OPTIMAL MULTIPLE PAIRS TRADING STRATEGYUSING DERIVATIVE FREE OPTIMIZATIONUNDER ACTUAL INVESTMENT MANAGEMENT CONDITIONS (English)
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11 December 2017
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finance
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pairs trading strategy
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multiple pairs
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fund management conditions
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derivative free optimization
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