Fengxu Li

Johns Hopkins University - Carey Business School

100 International Drive

Baltimore, MD 21202

United States

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Scholarly Papers (1)

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

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

Abstract:

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