Pairs Trading Based on Empirical Mode Decomposition (EMD)
As a trading strategy, pairs trading is performed based on the arbitrage opportunities extracted from statistical models. It is an outcome of the distance between an asset pair and the equilibrium state. Consequently, selecting a pair with the potential to form long-term relationships and reverting...
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| Principais autores: | , , |
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| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Iran Finance Association
2023-09-01
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| Serija: | Iranian Journal of Finance |
| Teme: | |
| Online dostop: | https://www.ijfifsa.ir/article_180152_44c1e6cea2bbb4a7c5f051c07080bbf7.pdf |
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