Results 81 to 90 of about 3,041,635 (95)

An Evaluation of Pairs Trading in Commodity Futures Markets

2020 IEEE International Conference on Big Data (Big Data), 2020
Pairs trading is an algorithm to trade two cointegrated assets in order to get neutral profits theoretically. This paper is aimed to demonstrate the cointegration concepts and pairs trading algorithms.
Li Shen, Kun Shen, Chao Yi, Yixin Chen
semanticscholar   +1 more source

Optimal Liquidation of a Pairs Trade

, 2011
Erik Ekström, C. Lindberg, J. Tysk
semanticscholar   +1 more source

Competitiveness or Complementarity? A Dynamic Network Analysis of International Agri-Trade along the Belt and Road

Applied spatial analysis and policy, 2020
Chengliang Liu, Jia-Qian Xu, H. Zhang
semanticscholar   +1 more source

Statistical Arbitrage Pairs Trading Strategies: Review and Outlook

, 2017
C. Krauss
semanticscholar   +1 more source

Estimating the Bilateral Impact of Nontariff Measures on Trade

, 2017
Michael Bratt
semanticscholar   +1 more source

The transcriptomics of life‐history trade‐offs in whitefish species pairs (Coregonus sp.)

Molecular Ecology, 2008
J. St.-Cyr, N. Derôme, L. Bernatchez
semanticscholar   +1 more source

Non-linear dependence modelling with bivariate copulas: statistical arbitrage pairs trading on the S&P 100

, 2017
C. Krauss, Johannes Stübinger
semanticscholar   +1 more source

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions

Journal of Optimization Theory and Applications, 2018
Jingzhi Tie, Hanqin Zhang, Qing Zhang
semanticscholar   +1 more source

Dynamic Pie: A Strategy for Modeling Trade‐Offs in Compositional Variables over Time

, 2016
Andrew Q. Philips, A. Rutherford, G. Whitten   +2 more
semanticscholar   +1 more source

Improved Bounds and New Trade-Offs for Dynamic All Pairs Shortest Paths

International Colloquium on Automata, Languages and Programming, 2002
C. Demetrescu, G. Italiano
semanticscholar   +1 more source