Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500
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Publication:5234323
DOI10.1080/14697688.2018.1537503zbMath1420.91556OpenAlexW2796220501MaRDI QIDQ5234323
Publication date: 26 September 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/173658
financehigh-frequency tradingstatistical arbitragecryptocurrencylead-lag structureoptimal causal path
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Cites Work
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