Trading in the Presence of Cointegration.pdf
(8.49 MB, 需要: 2 个论坛币)
statistical arbitrage in the us equities market.pdf
(2.91 MB, 需要: 2 个论坛币)
selection of a portfolio of pairs based on cointegration a stistical arbitrage stragy.pdf
(388.55 KB, 需要: 2 个论坛币)
quantiative spread trading on curde oil and refined products markets.pdf
(260.16 KB, 需要: 2 个论坛币)
profitability of pairs trading strategy in an illiquid market with multiple shar.pdf
(458.12 KB, 需要: 2 个论坛币)
Pairs Trading Performance of a Relative-Value Arbitrage Rule.pdf
(324.48 KB, 需要: 2 个论坛币)
pairs trading optimal thresholds and profitability.pdf
(517.22 KB, 需要: 2 个论坛币)
pairs trading based on statistical variability of the spread process.pdf
(653.04 KB, 需要: 2 个论坛币)
Mean-variance cointegration and the expectations hypothesis.pdf
(439.8 KB, 需要: 2 个论坛币)
Inter-market Arbitrage in Betting.pdf
(273.1 KB, 需要: 2 个论坛币)
Flexible least squares for temporal data mining and statistical arbitrage.pdf
(347.29 KB, 需要: 2 个论坛币)
dynamic copula models for the spark spread.pdf
(846.39 KB, 需要: 2 个论坛币)
Dynamic cointegrated pairs trading mean–variance time-consistent strategies.pdf
(586.85 KB, 需要: 2 个论坛币)
basket trading under co-integration with logistic mixture autoregresssive model.pdf
(226.96 KB, 需要: 2 个论坛币)
arbitrage asymmetry and the idiosyncratic volatility puzzle.pdf
(581.47 KB, 需要: 2 个论坛币)
Analytic solutions for optimal statistical arbitrage trading.pdf
(571.69 KB, 需要: 2 个论坛币)
An Intelligent Model for Pairs Trading Using Genetic Algorithms.pdf
(1.81 MB, 需要: 2 个论坛币)


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