some papers about statistical arbitragy trading

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2011 performance of pair trading strategy in the US REIT market.pdf (296.01 KB, 需要: 1 个论坛币)

2012-1-28 00:48:41 上传

the lastest
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2010 pair trading and outranking the multi step a head forcasting case.pdf (412.64 KB, 需要: 1 个论坛币)

2012-1-28 00:48:38 上传

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2010 investigation of stochastic pairs trading strategies under different volati.pdf (455.93 KB, 需要: 1 个论坛币)

2012-1-28 00:48:34 上传

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2010 analytic solutions for optimal statistical arbitrage trading.pdf (593.52 KB, 需要: 1 个论坛币)

2012-1-28 00:48:29 上传

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2009 Pairs selection and outranking An application to the S&P 100 index.pdf (305.53 KB, 需要: 1 个论坛币)

2012-1-28 00:48:22 上传

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2009 Optimal trading strategies for It_ diffusion processes.pdf (1.96 MB, 需要: 1 个论坛币)

2012-1-28 00:48:18 上传

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2009 does naive pairs trading still work_FMA.pdf (227.69 KB, 需要: 1 个论坛币)

2012-1-28 00:48:02 上传

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2006 RFS pairs trading performance of a relative value arbitrage rule.pdf (3.16 MB, 需要: 1 个论坛币)

2012-1-28 00:47:59 上传

review of finance study
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2006 A New Approach to Modeling and Estimation for PairsTrading_BinhDo.pdf (221.18 KB, 需要: 1 个论坛币)

2012-1-28 00:47:25 上传

is the most cited
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关键词：Statistical statistica statistic Statist Trading about

多谢楼主

thanks for sharing