Pairs trading with partial cointegration
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Publication:4957234
DOI10.1080/14697688.2017.1370122zbMath1471.91529OpenAlexW2394439017MaRDI QIDQ4957234
Christopher Krauss, Matthew Clegg
Publication date: 3 September 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/140632
Related Items (4)
Pairs trading with wavelet transform ⋮ Pairs trading via unsupervised learning ⋮ Pre-selection in cointegration-based pairs trading ⋮ A hybrid convolutional neural network with long short-term memory for statistical arbitrage
Uses Software
Cites Work
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