Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Benhamou, Eric, Ohana, Jean-Jacques, Etienne, Alban, Guez, Béatrice, Setrouk, Ethan, Jacquot, Thomas
Format:	Preprint
Published:	2025
Subjects:	Artificial Intelligence Pricing of Securities Statistical Finance Trading and Market Microstructure
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2507.15876