Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market.
Jaydip SenPublished in: CoRR (2022)
Keyphrases
- stock market
- trading strategies
- short term
- financial time series
- stock price
- trading agents
- investment strategies
- financial markets
- financial data
- stock exchange
- long term
- stock index futures
- stock trading
- trading rules
- portfolio optimization
- garch model
- trading systems
- test bed
- listed companies
- stock data
- data mining
- financial news