Pages that link to "Item:Q4555101"

The following pages link to Model-based pairs trading in the bitcoin markets (Q4555101):

Displaying 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)