Trading co‐integrated assets with price impact (Q5377183)
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scientific article; zbMATH DE number 7058332
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trading co‐integrated assets with price impact |
scientific article; zbMATH DE number 7058332 |
Statements
Trading co‐integrated assets with price impact (English)
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23 May 2019
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algorithmic trading
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co-integration
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co-movements
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cross-price impact
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optimal execution
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price impact
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