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Experimental Comparison of HFT Pair Trading Strategies using Microsecond and Nanosecond Future Commodity Contracts Data.

Mantas VaitonisSaulius Masteika
Published in: Balt. J. Mod. Comput. (2018)
Keyphrases
  • experimental comparison
  • data analysis
  • data sets
  • data collection
  • database
  • data mining techniques
  • data sources
  • training data
  • data structure
  • long term
  • data points