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Applied Economics 2018 / 12

Pairs trading strategies in a cointegration framework: back-tested on CFD and optimized by profit factor

Huang, Zhe, Martin, Franck
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Journal:
Applied Economics
DOI:
10.1080/00036846.2018.1545080
Date:
December, 2018
File:
PDF, 2.70 MB
2018
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