A Machine Learning based Pairs Trading Investment Strategy
Nuno Horta, Simao Moraes Sarmento
Springer Nature Switzerland AG, 2020
92,25 €On orderDelivery: 2-3 weeks
This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs.
- ISBN-13
- 9783030472504
- ISBN-10
- 3030472507
- Publisher
- Springer Nature Switzerland AG
- Year
- 2020
- Publication date
- 2020-07-14
- Pages
- 104
- Dimensions
- 156x234x10
- Weight
- 200