Pairs trading with partial cointegration (Q4554413)
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scientific article; zbMATH DE number 6979450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pairs trading with partial cointegration |
scientific article; zbMATH DE number 6979450 |
Statements
Pairs trading with partial cointegration (English)
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14 November 2018
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pairs trading
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statistical arbitrage
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quantitative strategies
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cointegration
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partial cointegration
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1.0000003576278689
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0.7989040613174438
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0.7811273336410522
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0.7750365734100342
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