Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration in Pairs Trading
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DOI: 10.1109/tcsi.2021.3073492
Abstract: Pairs trading is a solidly profitable strategy in the algorithmic trading area, and an important step of this strategy is selecting pairs of stocks. Compared with other existing pairs selection approaches, the Engle-Granger cointegration is… read more here.
Keywords: tex math; granger cointegration; pairs trading; cointegration ... See more keywords