"Statistical Arbitrage Trading Strategy in Commodity Futures Market with ..."

Mantas Vaitonis, Saulius Masteika (2017)

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DOI: 10.1007/978-3-319-67642-5_25

access: closed

type: Conference or Workshop Paper

metadata version: 2024-10-06

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Mantas Vaitonis, Saulius Masteika:
Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data. ICIST 2017: 303-313

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