Browsing Engineering by Subject "Algorithmic trading"
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An adaptive econometric system for statistical arbitrage
(North-West University (South Africa) , Potchefstroom Campus, 2017)This dissertation suggests an adaptive system that could be used for the detection and exploitation of statistical arbitrage opportunities. Statistical arbitrage covers a variety of investment strategies that are based on ... -
An adaptive econometric system for statistical arbitrage
(North-West University (South Africa) , Potchefstroom Campus, 2017)This dissertation suggests an adaptive system that could be used for the detection and exploitation of statistical arbitrage opportunities. Statistical arbitrage covers a variety of investment strategies that are based on ...