Model-based pairs trading in the bitcoin markets (Q4555101)
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scientific article; zbMATH DE number 6981220
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Model-based pairs trading in the bitcoin markets |
scientific article; zbMATH DE number 6981220 |
Statements
Model-based pairs trading in the bitcoin markets (English)
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19 November 2018
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stochastic control
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pairs trading
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Merton problem
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cointegration
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statistical arbitrage
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0.8138324022293091
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0.786832869052887
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0.773928165435791
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0.7680596709251404
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0.7654881477355957
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