Statistics
2 Questions
0 Answers
RANK
139,504
of 300,857
REPUTATION
0
CONTRIBUTIONS
2 Questions
0 Answers
ANSWER ACCEPTANCE
0.0%
VOTES RECEIVED
0
RANK
of 21,097
REPUTATION
N/A
AVERAGE RATING
0.00
CONTRIBUTIONS
0 Files
DOWNLOADS
0
ALL TIME DOWNLOADS
0
RANK
of 171,361
CONTRIBUTIONS
0 Problems
0 Solutions
SCORE
0
NUMBER OF BADGES
0
CONTRIBUTIONS
0 Posts
CONTRIBUTIONS
0 Public Channels
AVERAGE RATING
CONTRIBUTIONS
0 Discussions
AVERAGE NO. OF LIKES
Feeds
Question
Stochastic spread method for pairs trading by Elliot et. al (2005) - Kalman filter + EM algorithm in MATLAB, am I doing something wrong?
I am implementing the Stochastic spread method for pairs trading by Elliott et. al (2005). The procedure consists of modeling...
11 years ago | 0 answers | 0
0
answersQuestion
Is there a way to find the most cointegrated pair between multiple time series? (Pair trading)
Hi, I wondered if there exists a function which takes as input 1) a N x M matrix (e.g. M stocks with daily data for N days) ...
11 years ago | 0 answers | 0
