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Keywords: Statistical arbitrage
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Journal Articles
Journal:
China Finance Review International
China Finance Review International (2017) 7 (3): 274–294.
Published: 21 August 2017
... Emerald Publishing Limited Licensed re-use rights only Market efficiency Statistical arbitrage Commodity futures Pairs trading C12 G13 G14 C52 The intuition behind statistical arbitrage is related to the spread of expected returns of large portfolios and asset classes...
