Elliott Pairs Trading Model, 2005 Date: April 9, 2020 By: vicky.bai Categories: Mean Reversion Read More
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Identifying Small Mean Reverting Portfolios, d’Aspremont, 2008 Date: April 9, 2020 By: vicky.bai Categories: Mean Reversion Read More
Intra-day Volatility Arbitrage Strategy (VolArb) Date: April 9, 2020 By: vicky.bai Categories: Intraday, High Frequency Read More
Knight-Satchell-Tran’s Moving Average Crossover Model, 1995 Date: April 3, 2020 By: vicky.bai Categories: Trend Following Read More
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