Papers

 

3 Oct 2018

Deep Factor Model 

Kei Nakagawa, Takumi Uchida, Tomohisa Aoshima

Nomura Asset Management Ltd, University of Tsukuba,  Japan

13 Sep 2018

151 Trading Strategies

Zura Kakushadze and Juan A. Serur

Quantigic Solutions LLC and University of CEMA

23 Sep 2014

Demystifying Order Types

Phil Mackintosh

KCG

Pairs trading: A copula approach

Rong Qi Liew,  Yuan Wu

Technological University (NTU), Singapore

16 Sep 2013

Copulas in Econometrics

Yanqin Fan and Andrew J. Patton

Department of Economics, Duke University

 

 

 

 

 

 

 

Articles

Statistical Arbitrage Using the Kalman Filter