APPLICATION OF BLACK-LITTERMAN BAYESIAN IN STATISTICAL ARBITRAGE RESEARCH

By Qiqin Zhou

Published 2024-01-01

Everscope rating

1167.9

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Black-Litterman Model with Pairs Trading. Problem types: Portfolio Optimization, Statistical Arbitrage, Pairs Trading.

arXiv:2406.06706 · Paper rankings

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