The profitability in the FTSE 100 index: a new Markov chain approach (Q2180274)
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scientific article; zbMATH DE number 7200405
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| English | The profitability in the FTSE 100 index: a new Markov chain approach |
scientific article; zbMATH DE number 7200405 |
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The profitability in the FTSE 100 index: a new Markov chain approach (English)
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13 May 2020
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multivariate Markov chains
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algorithmic trading
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data-snooping test
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MTD-probit
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FTSE 100
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0.8192519
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0.80917925
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0.8089799
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0.80560064
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0.80505466
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0.8011676
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