Statistical arbitrage in the US equities market
Year of publication: |
2010
|
---|---|
Authors: | Avellaneda, Marco ; Lee, Jeong-Hyun |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 7, p. 761-782
|
Publisher: |
Taylor & Francis Journals |
Subject: | Alternative investments | Cointegration | Correlation modelling | Quantitative trading strategies |
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