Pairs Trading Strategies in Cryptocurrency Markets: A Comparative Study between Statistical Methods and Evolutionary Algorithms
Pairs trading is a popular quantitative trading strategy with the advantage of a similarity in price movement to financial assets. Assuming that the price spreads of trading pairs are mean-reverting, this strategy exploits the disequilibrium in financial markets to find arbitrage investment opportun...
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| Автори: | , , , , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
MDPI AG
2023-07-01
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| Серія: | Engineering Proceedings |
| Предмети: | |
| Онлайн доступ: | https://www.mdpi.com/2673-4591/38/1/74 |
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