Browsing International Finance by Author "Bulkan, S."
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Algorithmic pairs trading with expert inputs, a fuzzy statistical arbitrage framework
Bayram, M.; Akat, Muzaffer; Bulkan, S. (IOS Press, 2020)Pairs trading is a widespread market-neutral trading strategy aiming to utilize the relationship between pairs of financial instruments in efficient markets, where predictability of separate asset movements is theoretically ...
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