Optimal market-neutral currency trading on the cryptocurrency platform

By Hongshen Yang, Avinash Malik

Published 2024-06-04

Everscope rating

1223.9

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Optimal Trading Technique (OTT). Problem types: Pairs Trading, Portfolio Optimization, Risk Management.

arXiv:2405.15461 · Paper rankings

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