Optimal Market-Neutral Multivariate Pair Trading on the Cryptocurrency Platform
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- Richard S. Dale & Johnnie E. V. Johnson & Leilei Tang, 2005. "Financial markets can go mad: evidence of irrational behaviour during the South Sea Bubble," Economic History Review, Economic History Society, vol. 58(2), pages 233-271, May.
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Keywords
pair trading; multivariate; quantitative trading; cryptocurrency market;All these keywords.
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