Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data.

Mantas Vaitonis Saulius Masteika

Published in: ICIST (2017)

Keyphrases

historical data
stock price
futures market
investment strategies
data mining techniques
predictive model
stock exchange
financial markets
demand forecasting
stream data
customer behavior
short run
data sets
real world
power plant