Niek Stevens

SIG-i Capital AG

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Evolutionary Arbitrage

Number of pages: 42 Posted: 15 Mar 2022 Last Revised: 29 Nov 2022
Tilburg University, Tilburg University, Digital infrastructure and security, Norwegian University of Life Sciences (NMBU) and SIG-i Capital AG
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Abstract:

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Statistical Arbitrage, Mimicking Portfolio, Corporate bond ETFs, Evolutionary algorithms