Pairs trading based on statistical variability of the spread process (Q5397471)
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scientific article; zbMATH DE number 6260415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pairs trading based on statistical variability of the spread process |
scientific article; zbMATH DE number 6260415 |
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Pairs trading based on statistical variability of the spread process (English)
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20 February 2014
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quantitative trading strategies
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arbitrage relationship
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statistical methods
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trading strategies
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