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statistical arbitrage returns在(PDF) What Is Statistical Arbitrage? - ResearchGate的討論與評價
8 天前 — Statistical Arbitrage, Investment Strategies, Classification. 1. Introduction. The concept of arbitrage is fundamental in financial ...
statistical arbitrage returns在Statistical Arbitrage: Asset clustering, market-exposure ...的討論與評價
In this paper we describe and implement two statistical arbitrage trading strategies. ... observe the PDF of trade gains using this strategy and whether the ...
statistical arbitrage returns在1 Statistical Arbitrage and Algorithmic Trading - e-Spacio的討論與評價
Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck ... the joint pdf of the location and scatter invariants t μ and t σ respectively.
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statistical arbitrage returns在Lecture 6: Back-testing statistical-arbitrage strategies的討論與評價
Statistical Estimation Window=3 months (~ 60 business days). Stock returns a sum of the market return and a residual process.
statistical arbitrage returns在arXiv:2203.03179v2 [q-fin.CP] 10 Mar 2022的討論與評價
由 A Neufeld 著作 · 2022 · 被引用 1 次 — We present an approach, based on deep neural networks, that allows identifying robust statistical arbitrage strategies in financial markets.
statistical arbitrage returns在Redalyc.Selection of a Portfolio of Pairs Based on Cointegration的討論與評價
Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean-reverting spreads with a certain degree of ...
statistical arbitrage returns在[PDF] An Intelligent Statistical Arbitrage Trading System的討論與評價
This paper proposes an intelligent combination of neural network theory and financial statistics for the detection of statistical arbitrage opportunities in ...
statistical arbitrage returns在Statistical Arbitrage with Sector ETFs and Index Arbitrage的討論與評價
One is a statistical arbitrage strategy with sector ETFs. ... Download Free PDF ... 1 I. Statistical Arbitrage with Sector ETFs A. Introduction Our ...
statistical arbitrage returns在BEHAVIORAL STATISTICAL ARBITRAGE的討論與評價
implementation of behavioural statistical arbitrage strategy under the certain investments constraints, which allows us to obtain the targeted risk/return ...
statistical arbitrage returns在robust statistical arbitrage strategies - SSRN Papers的討論與評價
of different trading strategies when the market allows for robust statistical arbitrage. In partic- ular, we also compare the performance of the statistical ...