Bertram's pairs trading strategy with bounded risk
Year of publication: |
2022
|
---|---|
Authors: | Holý, Vladimír ; Černý, Michal |
Published in: |
Central European journal of operations research. - Heidelberg : Physica-Verl., ISSN 1613-9178, ZDB-ID 2093829-9. - Vol. 30.2022, 2, p. 667-682
|
Subject: | Bounded risk trading | Financial data stream | High-frequency trading | Ornstein–Uhlenbeck process | Pairs trading | Theorie | Theory | Portfolio-Management | Portfolio selection | Elektronisches Handelssystem | Electronic trading | Anlageverhalten | Behavioural finance | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading |
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