Xuzhi Wang

Johns Hopkins University

Baltimore, MD 20036-1984

United States

SCHOLARLY PAPERS

1

DOWNLOADS

53

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Pairs Trading Strategy with Geolocation Data: The Battle Between Under Armour and Nike

Number of pages: 47 Posted: 19 Aug 2019
Johns Hopkins University - Carey Business School, Johns Hopkins University - Department of Applied Mathematics and Statistics, Johns Hopkins University, Johns Hopkins University - Carey Business School, Johns Hopkins University and Johns Hopkins University
Downloads 53 (378,785)

Abstract:

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pairs trading, geolocation data, machine learning, tweet sentiments, alternative data, artificial intelligence, intraday trading

Other Papers (1)

Total Downloads: 2
1.

Is Geo-Location Information Helpful in Trading the Spread Between Under Armour and Nike? (Presentation Slides)

IDIES Annual Symposium Oct 2018
Number of pages: 15 Posted: 10 Dec 2018
Johns Hopkins University - Carey Business School, Johns Hopkins University - Department of Applied Mathematics and Statistics, Johns Hopkins University and Johns Hopkins University
Downloads 2

Abstract:

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Pairs, Trading, Geolocation, Machine Learning, AI