ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (Q2828051)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS |
scientific article |
Statements
ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS (English)
0 references
24 October 2016
0 references
pairs trading
0 references
algorithmic trading
0 references
high-frequency trading
0 references
co-integration
0 references
short-term alpha
0 references
stochastic control
0 references
