Pairs Trading Using a Novel Graphical Matching Approach

By Khizar Qureshi, Tauhid Zaman

Published 2024-03-12

Everscope rating

1406.9

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Graphical Matching for Pairs Selection. Problem types: Pairs Trading, Portfolio Optimization, Risk Management.

arXiv:2403.07998 · Code · Paper rankings

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