Results 31 to 40 of about 142,438 (299)
Comparative Economic ResearchPairs trading has been a successful tool for traders since its inception in the 1980s and has evolved significantly with the introduction of algorithmic, machine, and AI trading.
Julija Mosina, Grigorij Žilinskij
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Modeling Similarities Among Multi-Dimensional Financial Time Series
IEEE Access, 2018 Pairs trading is one of the most successful strategies for stock investment. The performance of pairs trading heavily depends on modeling how similarity of two paired financial signals.
Dawei Cheng +3 more
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Stochastic Neural Networks-Based Algorithmic Trading for the Cryptocurrency Market
Mathematics, 2022 Throughout the history of modern finance, very few financial instruments have been as strikingly volatile as cryptocurrencies. The long-term prospects of cryptocurrencies remain uncertain; however, taking advantage of recent advances in neural networks ...
Vasu Kalariya +7 more
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Review of stochastic differential equations in statistical arbitrage pairs trading
Managerial Economics, 2020 The use of stochastic differential equations offers great advantages for statistical arbitrage pairs trading. In particular, it allows the selection of pairs with desirable properties, e.g., strong mean-reversion, and it renders traditional rules of ...
Sylvia Endres
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An innovative high-frequency statistical arbitrage in Chinese futures market
Journal of Innovation & Knowledge, 2023 The primary use of futures is hedging risk. Traders in the spot market can hedge certain risks through the futures market. With the development of the futures market, the arbitrage transactions around futures have attracted increasingly attention.
Chengying He +3 more
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On the Profitability of Optimal Mean Reversion Trading Strategies
, 2016 We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum likelihood method to construct the optimal static pairs trading portfolio that best fits the ...
Huang, Peng, Wang, Tianxiang
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, 2022 This thesis contributes to the literature on algorithm-based hedge fund strategies with new insights into pairs trading to further demystify the rule-based trading strategy. Thereby, I closely follow the popular trading approach of Gatev, Goetzmann, and Rouwenhorst (2006). After introducing the methodology, the return calculation, and previous academic
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Pairs trading in the index options market
Eurasian Economic Review, 2021 We test the Index options market efficiency by means of a statistical arbitrage strategy, i.e. pairs trading. Using data on five Index Option Market of the Euro Area, we first identify any potential option mispricing based on deviations from the long-run relationship linking their implied volatilities.
Marianna Brunetti, Roberta De Luca
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Pairs Trading under Drift Uncertainty and Risk Penalization
, 2018 In this work, we study a dynamic portfolio optimization problem related to pairs trading, which is an investment strategy that matches a long position in one security with a short position in another security with similar characteristics.
Altay, Sühan +2 more
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Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
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