Pairs trading with wavelet transform (Q6053125)
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scientific article; zbMATH DE number 7742097
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pairs trading with wavelet transform |
scientific article; zbMATH DE number 7742097 |
Statements
Pairs trading with wavelet transform (English)
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25 September 2023
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pairs trading
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wavelet transform
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minimum distance method
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cointegration method
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statistical arbitrage
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