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...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2017-09-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/5127 |
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Statistical Arbitrage Pairs Trading with High-frequency Data
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Statistical Arbitrage Pairs Trading with High-frequency Data
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Statistical Arbitrage Pairs Trading with High-frequency Data
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