Results 61 to 70 of about 3,181,879 (366)
Evaluation of pairs trading strategy at the Brazilian financial market [PDF]
, 2007 Pairs trading is a popular trading strategy that tries to take advantage of market inefficiencies in order to obtain profit. The idea is simple: find two stocks that move together and take long/short positions when they diverge abnormally, hoping that ...
Perlin, M.
core
Backlash algorithm: A trading strategy based on directional change [PDF]
, 2016 Directional Change (DC) is a new way to summarize price movements in a financial market. Unlike time series, it samples data at irregular time intervals.
Bakhach, Amer +3 more
core +1 more source
Molecular Oncology, EarlyView.Combining PTEN protein assessment and transcriptomic profiling of prostate tumors, we uncovered a network enriched in senescence and extracellular matrix (ECM) programs associated with PTEN loss and conserved in a mouse model. We show that PTEN‐deficient cells trigger paracrine remodeling of the surrounding stroma and this information could help ...
Ivana Rondon‐Lorefice +16 more
wiley +1 more source
Paired Trading Strategy Optimization Using the Reinforcement Learning Method: Intraday Data of Tehran Stock Exchange [PDF]
تحقیقات مالی, 2019 Objective: Paired trading is among the most well-known and oldest algorithmic trading systems. The efficiency and profitability of this system have been demonstrated in many studies conducted so far in financial markets.
Saeid Fallahpour, Hasan Hakimian
doaj +1 more source
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
core +1 more source
Multivariate Pair Trading by Volatility & Model Adaption Trade-off
, 2021 Pair trading is one of the most discussed topics among financial researches. Despite a growing base of work, portfolio management for multivariate time series is rarely discussed. On the other hand, most researches focus on refining strategy rules instead of finding the optimal portfolio weight.
Yu, Chenyanzi, Xie, Tianyang
openaire +2 more sources
Molecular Oncology, EarlyView.Pharmacologic ascorbate (vitamin C) increases ROS, disrupts cellular metabolism, and induces DNA damage in CRPC cells. These effects sensitize tumors to PARP inhibition, producing synergistic growth suppression with olaparib in vitro and significantly delayed tumor progression in vivo. Pyruvate rescue confirms ROS‐dependent activity.
Nicolas Gordon +13 more
wiley +1 more source
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
core +2 more sources
Intraday pair trading strategies on high frequency data: the case of oil companies [PDF]
, 2016 This paper introduces novel ‘doubly mean-reverting’ processes based on conditional modelling of model spreads between pairs of stocks. Intraday trading strategies using high frequency data are proposed based on the model.
Bo Liu +4 more
core +1 more source
Pairs trading on different portfolios based on machine learning
Expert Syst. J. Knowl. Eng., 2020 This article presents an advanced visualization and analytics approach for financial research. Statistical arbitrage, particularly pairs trading strategy, has gained ground in the financial market and machine learning techniques are applied to the ...
Victor I. Chang +3 more
semanticscholar +1 more source