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Keywords: Quantitative Trading Framework
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (4): 723–746.
Published: 30 November 2014
...Jaepil Ryu; Hyun Joon Shin This paper presents 6 time-series that have negative correlation with KOSPI200 Index and a quantitative trading methodology based on stochastic control chart using these time-series. The proposed quantitative trading framework detects trade (long or short) timing...
