Algorithmic trading of co-integrated assets (Q2828051)
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scientific article; zbMATH DE number 6642663
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Algorithmic trading of co-integrated assets |
scientific article; zbMATH DE number 6642663 |
Statements
24 October 2016
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pairs trading
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algorithmic trading
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high-frequency trading
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co-integration
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short-term alpha
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stochastic control
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Algorithmic trading of co-integrated assets (English)
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0.8012778162956238
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0.7914313077926636
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0.7676965594291687
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0.7498180270195007
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0.7455353736877441
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