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by trzycenty
May 17th, 2009, 4:48 pm
Forum: General Forum
Topic: pairs trading
Replies: 37
Views: 119070

pairs trading

<t>kitchenware,hi,do you have something from this list or can you get a link?"The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies" ISMA Discussion Papers in Finance 2002"Testing Market Efficiency using Statistical Arbitrage with Applications to Momentum a...