News: An Optimal Pairs-Trading Rule. (arXiv:1302.6120v1 [q-fin.PR])

88 days ago - q-fin updates on arXiv.org

This paper is concerned with a pairs trading rule. The idea is to monitor two historically correlated securities. When divergence is underway, i.e., one stock moves up while t...

Blog: An Optimal Pairs-Trading Rule. (arXiv:1302.6120v1 [q-fin.PR])

Quantitative Finance at arXiv 88 days ago

Blog: Pairs trading based on statistical variability of the spread process

Quantitative Finance 92 days ago

Blog: Pairs trading based on statistical variability of the spread process

Quantitative Finance 92 days ago

News: Pairs trading based on statistical variability of the spread process

92 days ago - Taylor and Francis: Quantitative Finance: Table of Contents

Quantitative Finance, Volume 0, Issue 0, Page 1-20, Ahead of Print.

Blog: Bollinger Bands Thirty Years Later. (arXiv:1212.4890v1 [stat.AP])

Quantitative Finance at arXiv 155 days ago

News: Bollinger Bands Thirty Years Later. (arXiv:1212.4890v1 [stat.AP])

155 days ago - q-fin updates on arXiv.org

The goal of this study is to make connections between Bollinger Bands and time series models in order to gain a better understanding of the statistical underpinnings of Bollin...

News: NEO Investimentos Chooses FlexTRADER EMS - Will Also Utilize FlexSpread Pairs Algo And FlexOPT For Equity Options Volatility Trading

347 days ago - News Articles

FlexTrade Systems, Inc., a global leader in broker-neutral, multi-asset trading systems, today announced that Brazilian investment management firm NEO Investimentos has deploy...

News: Bank of America Securities Teams With LatentZero To Deliver Algorithmic Trading Platform

367 days ago - News archiveNews archive

News: Online Stock Trading: A Closer Look at High-Frequency Trading http://t.co/4nNhU5AG

367 days ago - High Frequency Trading -job, -jobs - Twitter Search

Online Stock Trading: A Closer Look at High-Frequency Trading http://t.co/4nNhU5AG