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Pairs trading with partial cointegration - MaRDI portal

Pairs trading with partial cointegration (Q4957234)

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scientific article; zbMATH DE number 7390935
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English
Pairs trading with partial cointegration
scientific article; zbMATH DE number 7390935

    Statements

    title
    Pairs trading with partial cointegration (English)
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    author
    Matthew Clegg
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    Christopher Krauss
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    publication date
    3 September 2021
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    zbMATH Keywords
    pairs trading
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    statistical arbitrage
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    quantitative strategies
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    cointegration
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    partial cointegration
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    Identifiers

    zbMATH DE Number
    7390935
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    OpenAlex ID
    W2394439017
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