Matthew Clegg

Independent

No Address Available

SCHOLARLY PAPERS

2

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Top 25,697

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1,800

CITATIONS

3

Scholarly Papers (2)

1.

On the Persistence of Cointegration in Pairs Trading

Number of pages: 25 Posted: 05 Sep 2014
Matthew Clegg
Independent
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Abstract:

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cointegration, pairs trading, quantitative finance

2.
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Citation 2

Abstract:

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time series, mean reversion