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Pairs Trading, Convergence Trading, Cointegration
LOSS PROTECTION IN PAIRS TRADING THROUGH MINIMUM PROFIT BOUNDS: A ...
Pairs Trading: A Cointegration Approach
New approaches to statistical pair trading by cointegration P.L. ...
Pairs-Trading in the Asian ADR Market
Microsoft PowerPoint - Three-812
Intraday Pairs Trading: A Test of Relative Pricing Efficiency of ...
Statistics 434: Bullet Points for Day 21 Co-integration and ...
Understanding the Risks in and Rewards for Pairs Trading
Trading in the Presence of Cointegration 12
An Ornstein-Uhlenbeck Framework for Pairs Trading
Regional Integration and Trade: A Panel Cointegration Approach to ...
Approximating Optimal Trading Strategies Under Parameter ...
Lecture Note of Bus 41202, Spring 2009: Multivariate Time Series ...
Pairs Trading: Performance of a Relative Value Arbitrage Rule
Co-Integration of the Turkish Equity Market with Greek and other ...
A Regime-Switching Relative Value Arbitrage Rule
UK Covered Warrants and their Underlying Shares: A Panel ...
A Pure-Jump Transaction-Level Price Model Yielding Cointegration ...
Threshold cointegration in the sugar- ethanol-oil price system in ...
Accounting for the Epps Effect: Realized Covariation ...
Lowering the Risk of a Pairs Trade Portfolio
Microsoft PowerPoint - HFLectures1
Exchange Rate Cointegration Across Central Bank Regime Shifts
Microsoft PowerPoint - Lecture_1
The Cointegration Experience of Eastern Currencies: Evidence from ...
PAIRS TRADING: PERFORMANCE OF A RELATIVE VALUE ARBITRAGE RULE
MARKET RISK ANALYSIS…
A Cointegration Analysis of Purchasing Power Parity and Country Risk
Tae-Hwy Lee
Pairs Trading: performance of a relative value arbitrage rule
205 Aggressive trading, 160 Akaike information criterion (AIC), 27 ...
Economic Integration in Interwar Poland A Threshold Cointegration ...
The Price Cointegration between China's Sugar Market and World ...
THE TREASURY TRANSACTIONS IN LEBANON: A COINTEGRATION ANALYSIS ...
WP-GG-06 International Market Integration for Natural Gas? A ...
A Pure-Jump Transaction-Level Price Model Yielding Cointegration ...
Measuring the Trade Effects of EMU -- Hamid Faruqee -- August 1 ...
Editorial THE 10TH ANNIVERSARY SPECIAL ISSUE
Non-linear cointegration and adjustment: an asymmetric exponential ...
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