Statistical arbitrage in the US equities market (Q2786280)
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scientific article; zbMATH DE number 5789665
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical arbitrage in the US equities market |
scientific article; zbMATH DE number 5789665 |
Statements
Statistical arbitrage in the US equities market (English)
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21 September 2010
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alternative investments
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cointegration
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correlation modelling
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quantitative trading strategies
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0.7423166632652283
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0.7368798851966858
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0.7345749735832214
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0.7343956828117371
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0.7248775959014893
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