Assessing Stock Market Time Series Predictors Quality through a Pairs Trading System.
Paulo GomideRuy Luiz MilidiúPublished in: SBRN (2010)
Keyphrases
- stock market
- trading systems
- trading rules
- technical indicators
- stock price
- financial time series
- short term
- stock index
- financial markets
- stock data
- stock exchange
- trading strategies
- stock returns
- stock index futures
- stock market data
- investment strategies
- garch model
- stock trading
- portfolio optimization
- financial forecasting
- listed companies
- financial news
- text classification
- financial data