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Posted on January 25, 2023January 25, 2023 by Jonathan

Applying Factor Models in Pairs Trading

A follow-up extract from my forthcoming book, Equity Analytics

Applying-Factor-Models-in-Pairs-Trading

CategoriesEquities, Equities EntityStore, Equity Analytics, Factor Models, Factor Risk, Pairs Trading TagsFactor Models, Factor Risk, Kalman Filter, Pairs Trading, Stationarity

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