Results 281 to 290 of about 579,480 (344)

Predicting the Bitcoin's price using AI. [PDF]

open access: yesFront Artif Intell
Cohen G, Aiche A.
europepmc   +1 more source

Optimal Convergence Trade Strategies

Review of Financial Studies, 2013
Convergence trades exploit temporary mispricing by simultaneously buying relatively underpriced assets and selling short relatively overpriced assets. This paper studies optimal convergence trades under both recurring and nonrecurring arbitrage opportunities represented by continuing and "stopped" cointegrated price processes and considers both fixed ...
Liu, J., Timmermann, A.
openaire   +3 more sources

Trading Strategy Forum

The Journal of Alternative Investments, 2001
Merger arbitrage has been one of the most consistent performing of hedge fund strategies. However, recent issues related to U.S. and European regulatory action on potential mergers have increased both interest and concern about the potential of this strategy. In this issue, two experts answer questions regarding their views as to the benefits of merger
Peter Drippé, Dwight Eyrick
openaire   +1 more source

Evaluating Trading Strategies

SSRN Electronic Journal, 2014
In this article, the authors provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, it is necessary to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. The methods provided by the authors in this article are
Campbell R. Harvey, Yan Liu
openaire   +1 more source

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