Intraday pairs trading strategies on high frequency data: the case of oil companies (Q4555060)
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scientific article; zbMATH DE number 6981179
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intraday pairs trading strategies on high frequency data: the case of oil companies |
scientific article; zbMATH DE number 6981179 |
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Intraday pairs trading strategies on high frequency data: the case of oil companies (English)
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19 November 2018
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pairs trading
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quantitative trading strategies
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conditional modelling
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doubly mean-reverting model
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high frequency data
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transaction costs
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