Bertram’s pairs trading strategy with bounded risk
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DOI: 10.1007/s10100-021-00763-4
Abstract: Finding Bertram’s optimal trading strategy for a pair of cointegrated assets following the Ornstein–Uhlenbeck price difference process can be formulated as an unconstrained convex optimization problem for maximization of expected profit per unit of time.… read more here.
Keywords: trading; problem; risk; trading strategy ... See more keywords
Contrapuntal design: The influence of Bertram Y. Kinzey, Jr., on architectural pedagogy at the University of Florida
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DOI: 10.1121/1.4987927
Abstract: Bertram Kinzey introduced modes of analysis, conceptualization, and exploration, as a dedicated and productive researcher, author, teacher, architect, consultant, and musician that were transformative and continue to reverberate internationally through the work of his students.… read more here.
Keywords: bertram; design influence; influence bertram; bertram kinzey ... See more keywords