Hung Nguyen

Computational Finance and Risk Management

Seattle, WA

United States

SCHOLARLY PAPERS

1

DOWNLOADS

444

CITATIONS

0

Scholarly Papers (1)

1.

Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage

Studies in Economics and Finance, 2019
Number of pages: 20 Posted: 31 Aug 2018 Last Revised: 17 Feb 2019
Tim Leung and Hung Nguyen
University of Washington - Department of Applied Math and Computational Finance and Risk Management
Downloads 444 (63,049)

Abstract:

Loading...

Cryptocurrencies, Cointegration, Mean Reversion, Stationarity, Trading Strategies