Forums  > Books & Papers  > multiple mean reversion  
     
Page 1 of 1
Display using:  

explicit


Total Posts: 26
Joined: Sep 2005
 
Posted: 2018-06-12 17:43
Hi

Can you please recommend any papers/materials on trading multiple mean reverting correlated assets?



Azx


Total Posts: 37
Joined: Sep 2009
 
Posted: 2018-06-13 16:24
Application of the Kelly Criterion to Ornstein-Uhlenbeck Processes
Previous Thread :: Next Thread 
Page 1 of 1