Results 1 to 10 of about 142,289 (158)
Hybrid Deep Reinforcement Learning for Pairs Trading
Applied Sciences, 2022 Pairs trading is an investment strategy that exploits the short-term price difference (spread) between two co-moving stocks. Recently, pairs trading methods based on deep reinforcement learning have yielded promising results.
Sang-Ho Kim +2 more
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Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry [PDF]
تحقیقات مالی, 2023 Objective: Pairs trading strategies have been around since the mid-1980s and have gained widespread acceptance in recent years. A pairs trading strategy is one of the forms of statistical arbitrage done to make a profit. It bases on the return related to
Mohammad Javad Nourahmadi +1 more
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Pairs Trading Based on Empirical Mode Decomposition (EMD) [PDF]
Iranian Journal of Finance, 2023 As a trading strategy, pairs trading is performed based on the arbitrage opportunities extracted from statistical models. It is an outcome of the distance between an asset pair and the equilibrium state.
Bahareh Zarintaj +2 more
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IEEE Access, 2023 Pairs-trading is a trading strategy that involves matching a long position with a short position in two stocks aiming at market-neutral profits. While a typical pairs-trading system monitors the prices of two statistically correlated stocks for detecting
Kosuke Tatsumura +4 more
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Engineering Proceedings, 2023 Pairs trading is a popular quantitative trading strategy with the advantage of a similarity in price movement to financial assets. Assuming that the price spreads of trading pairs are mean-reverting, this strategy exploits the disequilibrium in financial
Po-Chang Ko +5 more
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Pairs Trading in Cryptocurrency Markets
IEEE Access, 2020 Pairs trading is a strategy based on exploiting mean reversion in prices of securities. Even though these strategies have been shown to perform well for equities, their performance is unknown for the field of cryptocurrencies, usually perceived as ...
Miroslav Fil, Ladislav Kristoufek
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Applied Sciences, 2022 In the financial market, commodity prices change over time, yielding profit opportunities. Various trading strategies have been proposed to yield good earnings. Pairs trading is one such critical, widely-used strategy with good effect.
Chun-Hao Chen +3 more
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Comparative Study of Pair Trading Techniques in Pakistan’s Financial and Non-Financial Sector
Reviews of Management Sciences, 2023 Purpose: This study attempts to empirically investigate the pair trading performance of financial and non-financial firms in Pakistan. Methodology: Daily data from 2008 to 2017 was collected for nine years.
Marina Afzal +2 more
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Pairs Trading; A Comparison between Student-t and Vine Copulas [PDF]
تحقیقات مالی, 2022 Objective: The main purpose of the present research was to compare the performance of pairs trading based on the Vine Copula, Student's t Copula, and Distance approaches. This was done for the first time on the Tehran Stock Exchange (TSE).
Maryam Davallou, Ardavan Yazdi
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Emergence and structure of decentralised trade networks around dark web marketplaces
Scientific Reports, 2022 Dark web marketplaces (DWMs) are online platforms that facilitate illicit trade among millions of users generating billions of dollars in annual revenue.
Matthieu Nadini +5 more
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