Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum
Psaradellis, Ioannis, Laws, Jason, Pantelous, Athanasios A., Sermpinis, GeorgiosYear:
2018
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3128788
File:
PDF, 1.11 MB
english, 2018