Design of Cross-Product Arbitrage Strategy in Forward Market-Reference-Cited by-同舟云学术

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Design of Cross-Product Arbitrage Strategy in Forward Market

Published:2022 Issue:04 Volume:13 Page:144-162
ISSN:2150-4059
Container-title:Technology and Investment
language:
Short-container-title:TI

Author:

Huang Lieyuan

Publisher

Scientific Research Publishing, Inc.

Subject

General Chemical Engineering

Reference13 articles.

1. Co-Integration and Error Correction: Representation, Estimation, and Testing

2. Pairs Trading: Performance of a Relative-Value Arbitrage Rule

3. Explaining Cointegration Analysis: Part 1

4. An Evaluation of Pairs Trading in Commodity Futures Markets

5. Stübinger, J., & Bredthauer, J. (2017). Statistical Arbitrage Pairs Trading with High-Frequency Data. International Journal of Economics and Financial Issues, 7, 650-662.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Understanding Methods of Top Maximal Extractable Value Searchers;2024 2nd International Conference on Sustainable Computing and Smart Systems (ICSCSS);2024-07-10

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