Pages that link to "Item:Q4555101"
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The following pages link to Model-based pairs trading in the bitcoin markets (Q4555101):
Displayed 15 items.
- Technical trading and cryptocurrencies (Q829142) (← links)
- Portfolio management with cryptocurrencies: the role of estimation risk (Q1738423) (← links)
- Optimal vs naïve diversification in cryptocurrencies (Q1787995) (← links)
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- Blockchain and cryptocurrencies: economic and financial research (Q2064599) (← links)
- Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages (Q2064610) (← links)
- Predictability of cryptocurrency returns: evidence from robust tests (Q2148734) (← links)
- Detecting bubbles in bitcoin price dynamics via \textit{market exuberance} (Q2241076) (← links)
- TRADING STRATEGIES WITHIN THE EDGES OF NO-ARBITRAGE (Q4565076) (← links)
- Optimal multi-asset trading with linear costs: a mean-field approach (Q4991066) (← links)
- Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money? (Q4991079) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- Optimal Cross-Border Electricity Trading (Q5065091) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)