A Generalized Framework for Simultaneous Long-Short Feedback Trading
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DOI: 10.1109/tac.2020.3011914
Abstract: We present a generalization of the simultaneous long-short (SLS) trading strategy described in recent control literature wherein we allow for different parameters across the short and long sides of the controller; we refer to this… read more here.
Keywords: simultaneous long; control; trading; long short ... See more keywords