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alessandro caserta


Università degli Studi di Milano Bicocca

自 2014 起处于活动状态

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pairs trading strategy problem
good morning everyone I'm developing a strategy of pairs trading. I found a part of a matlab on http://www.mathworks.com/ma...

9 years 前 | 0 个回答 | 0

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I do not understand how the returns are calculated
Good morning everyone I can not understand how they are calculated returns in this part of the code. r4 is the total retur...

9 years 前 | 1 个回答 | 0

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pairs trading returns matlab
Good morning everyone I can not understand how they are calculated returns in this part of the code. s (i: i + N-1, 1) = -...

9 years 前 | 0 个回答 | 0

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I have a question about pairs trading
Good Morning I watched the pairs trading webminar. I would like to ask if anyone can give me some information about the operat...

9 years 前 | 0 个回答 | 0

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