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computer implementation : an overview / Maureen T. Rimmer -- The theory of the MONASH model / Maureen T. Rimmer -- Developing …
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In this paper we consider two cases of pairs trading strategies: a conditional statistical arbitrage method and an … implicit statistical arbitrage method. We use a simulation-based Bayesian procedure for predicting stable ratios, defined in a …
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risk and return of two pairs trading strategies: a conditional statistical arbitrage method and an implicit arbitrage one …
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