All ebooks by Simão Moraes Sarmento in PDF and EPUB
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All ebooks by Simão Moraes Sarmento in PDF and EPUB


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Download this eBook A Machine Learning based Pairs Trading Investment Strategy
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A Machine Learning based Pairs Trading Investment Strategy


Nuno Horta , Simão Moraes Sarmento


This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs. It also...

Publication date: 2020-07-13
Format: PDF, ePub
Publisher: Springer
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£59,99

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