Acceso al sitio web del Consejo de Políticas de Infraestructura

   
Redirigiendo al acceso original de articulo en 19 segundos...
ARTÍCULO
TITULO

Statistical Arbitrage in Cryptocurrency Markets

Thomas Günter Fischer    
Christopher Krauss and Alexander Deinert    

Resumen

No disponible

PÁGINAS
MATERIAS
ECONOMÍA

 Artículos similares

       
 
Luis San Vicente Portes, Vidya Atal    
The Economist magazine has been publishing the Big Mac Index using it as a rule of thumb to determine the over- or under-valuation of international currencies based on the theory of Purchasing Power Parity since 1986. According to the theory, using the B... ver más

 
João Frois Caldeira,Gulherme Valle Moura     Pág. 49 - 80
Statistical arbitrage strategies, such as pairs trading and its generalizations, rely on the construction of mean- reverting spreads with a certain degree of predictability. This paper applies cointegration tests to identify stocks to be used in pairs tr... ver más

 
Yolanda Stander,Daniël Marais,Ilse Botha    
AbstractA new approach is proposed to identify trading opportunities in the equity market by using the information contained in the bivariate dependence structure of two equities. The relationships between the equity pairs are modelled with bivariate cop... ver más

 
Fabio Pizzutilo     Pág. 763 - 771
We investigated the profitability of a simple and easily implementable pairs trading strategy that included trading costs and restrictions to short selling so as to replicate an effective strategy exploitable by an individual investor. Notwithstanding th... ver más

 
Alexander, Carol, Dimitriu, Anca     Pág. 50 - 63