Statistical Arbitrage Pairs Trading with High-frequency Data

In recent years, more sophisticated techniques for analyzing data and exponential increase in computing power allow high-frequency trading. This paper provides a detailed overview on pairs trading in the context of intraday data and applies different strategies to minute-by-minute prices of the S&a...

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Detaylı Bibliyografya
Asıl Yazarlar: Johannes Stübinger, Jens Bredthauer
Materyal Türü: Makale
Dil:English
Baskı/Yayın Bilgisi: EconJournals 2017-09-01
Seri Bilgileri:International Journal of Economics and Financial Issues
Online Erişim:https://www.econjournals.com/index.php/ijefi/article/view/5127