Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881)
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scientific article; zbMATH DE number 7365092
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market |
scientific article; zbMATH DE number 7365092 |
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Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (English)
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30 June 2021
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statistical arbitrage
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pairs trading
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stock futures
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distance method
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cointegration
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0.8226357
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0.81980324
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0.81974757
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0.8168714
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0.8133174
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0.8123772
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0.81095254
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0.80382866
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0.8024175
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0.80223763
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