Pairs Trading in the Land Down Under
Author:
Publisher
Elsevier BV
Reference16 articles.
1. High Frequency Equity Pairs Trading: Transaction Costs, Speed of Execution and Patterns in Returns;D Bowen;Journal of Trading,2010
2. Quantitative Trading
3. Are Pairs Trading Profits Robust to Trading Costs?
4. Does Simple Pairs Trading Still Work?
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1. Analysis of performance of the pairs trading strategy using public sector enterprises stocks;RECENT ADVANCES IN SCIENCES, ENGINEERING, INFORMATION TECHNOLOGY & MANAGEMENT;2023
2. Improving statistical arbitrage investment strategy: Evidence from Latin American stock markets;International Journal of Finance & Economics;2020-09
3. Pre-Selection Methods for Cointegration-Based Pairs Trading;SSRN Electronic Journal;2020
4. Pairs trading strategy optimization using the reinforcement learning method: a cointegration approach;Soft Computing;2016-08-08
5. STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK;Journal of Economic Surveys;2016-05-09
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