Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market
scientific article

    Statements

    Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (English)
    0 references
    0 references
    0 references
    30 June 2021
    0 references
    0 references
    statistical arbitrage
    0 references
    pairs trading
    0 references
    stock futures
    0 references
    distance method
    0 references
    cointegration
    0 references
    0 references