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quant-with-r
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Why one sells one stock and buys the other stock in pair trading?
#15
XiangZhangSC
opened
1 year ago
1
spread beta cannot be positive
#14
XiangZhangSC
closed
1 year ago
0
Rolling spread beta
#12
XiangZhangSC
closed
1 year ago
0
out of sample spread AAPL SPY
#11
XiangZhangSC
closed
1 year ago
0
In sample spread between AAPL and SPY
#10
XiangZhangSC
closed
1 year ago
0
AAPL SPY spread
#9
XiangZhangSC
opened
1 year ago
0
7 spread beta estimation
#8
XiangZhangSC
closed
1 year ago
0
spread beta estimation
#7
XiangZhangSC
closed
1 year ago
0
1 pair trading strategy part 1 in sample spread
#6
XiangZhangSC
closed
1 year ago
0
How to determine if two price series are cointegrated?
#4
XiangZhangSC
opened
1 year ago
0
In sample spread
#3
XiangZhangSC
closed
1 year ago
0
Pepsi Coke price changes
#2
XiangZhangSC
closed
1 year ago
0
Pair-trading strategy, part 1, in-sample spread
#1
XiangZhangSC
closed
1 year ago
2