Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Korniejczuk, Adam, Ślepaczuk, Robert
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Trading and Market Microstructure Machine Learning
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2406.10695