Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323)
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scientific article; zbMATH DE number 7110447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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