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Posted on January 23, 2023January 23, 2023 by Jonathan

Pairs Trading in the Equities Entity Store

An extract from the chapter on pairs trading from my forthcoming book Equity Analytics

Pairs-Trading-1

CategoriesKalman Filter, Pairs Trading, Statistical Arbitrage, Unit Root Tests, Unit Roots TagsEquities Entity Store, Kalman Filter, Pairs Trading, Unit Root Test

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