Pages that link to "Item:Q2786280"
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The following pages link to Statistical arbitrage in the US equities market (Q2786280):
Displaying 19 items.
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Pairs trading: optimal thresholds and profitability (Q5247270) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Eigendecomposition of the Mean-Variance Portfolio Optimization Model (Q5270514) (← links)
- Positive Weights on the Efficient Frontier (Q5379129) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
- Statistical arbitrage under the efficient market hypothesis (Q5880030) (← links)
- Pairs trading with wavelet transform (Q6053125) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- In memoriam: Marco Avellaneda (1955–2022) (Q6054441) (← links)
- Marco Avellaneda: Mathematician and trader (Q6054442) (← links)
- Pairs trading via unsupervised learning (Q6109847) (← links)
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
- A tale of two sentiment scales: disentangling short-run and long-run components in multivariate sentiment dynamics (Q6158388) (← links)
- A hybrid convolutional neural network with long short-term memory for statistical arbitrage (Q6158423) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)
- Detecting data-driven robust statistical arbitrage strategies with deep neural networks (Q6557367) (← links)
- Risk factor aggregation and stress testing (Q6657704) (← links)
