Results 281 to 290 of about 142,438 (299)
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STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK
Journal of Economic Surveys, 2017Christopher Krauss
exaly
Pairs trading and selection methods: is cointegration superior?
Applied Economics, 2015Nicolas Huck
exaly
Comparison of Trading Strategies: Dual Momentum vs Pairs Trading
2023 IEEE 47th Annual Computers, Software, and Applications Conference (COMPSAC), 2023Japjeet Singh +3 more
openaire +1 more source
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses
Automatica, 2020Ruyi Liu, Zhen Wu, Qing Zhang
exaly
The profitability of pairs trading strategies: distance, cointegration and copula methods
Quantitative Finance, 2016Rand Kwong Yew Low, Robert W Faff
exaly
A single-stage approach for cointegration-based pairs trading
Finance Research Letters, 2018W K Li, Philip L H Yu
exaly
Pairs trading and outranking: The multi-step-ahead forecasting case
European Journal of Operational Research, 2010Nicolas Huck
exaly