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A Machine Learning based Pairs Trading Investment Strategy
- Binding:
- Paperback
- Pages:
- 104
- Published:
- July 13, 2020
- Edition:
- 12021
- Dimensions:
- 234x156x10 mm.
- Weight:
- 200 g.
Delivery:
2-4 weeks
Expected delivery: December 19, 2024
Description of A Machine Learning based Pairs Trading Investment Strategy
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.
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