Bertram's pairs trading strategy with bounded risk (Q2673290)
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scientific article; zbMATH DE number 7538887
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bertram's pairs trading strategy with bounded risk |
scientific article; zbMATH DE number 7538887 |
Statements
Bertram's pairs trading strategy with bounded risk (English)
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9 June 2022
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pairs trading
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high-frequency trading
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bounded risk trading
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Ornstein-Uhlenbeck process
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financial data stream
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0.85137194
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0.84238064
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0.8352025
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0.83445054
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0.8220651
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