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PAIR TRADING

Stock Prediction › PAIR TRADING 2 평가 기록 2 datasets

Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets.

논문

2301.10724 2023-01-25 이 페이지의 평가 2건

Sharpe Ratio: 1.84±0.24Annual Return: 0.5±0.14Max Dropdown: -0.09±0.01Annual Volatility: 0.22±0.04