Christian Rein

University of Freiburg - Institut für Mathematische Stochastik

D-79104, Freiburg

Germany

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Generalized Statistical Arbitrage Concepts and Related Gain Strategies

Number of pages: 32 Posted: 24 Jul 2019 Last Revised: 28 Jul 2019
University of Freiburg - Institut für Mathematische Stochastik, University of Freiburg and University of Freiburg
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Abstract:

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statistical arbitrage, trading strategy, pairs trading, profitable strategy, good deals