swMATH27589MaRDI QIDQ39305FDOQ39305
Author name not available (Why is that?)
Official website: https://www.quantquote.com/
Cited In (8)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
- Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
- A flexible regime switching model with pairs trading application to the S\&P 500 high-frequency stock returns
- stats
- PerformanceAnalytics
- TTR
- Exploiting social media with higher-order factorization machines: statistical arbitrage on high-frequency data of the S\&P 500
- SparseDTW
This page was built for software: QuantQuote
