Rank: 43689 based on downloads (last 30 days) and 0 files submitted
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Felipe

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Comments and Ratings by Felipe
Updated File Comments Rating
27 Oct 2009 Classical Pairs Trading Using MatLab Performs the classical pairs trading strategy over a matrix of prices. Author: Marcelo Perlin

Ola Marcelo,
gostei muito do seu trabalho, e como trabalho no mercado, gostaria de saber mais sobre sua metodolgia de aplicacao. Como estou apenas comecando a me aprofundar nos estudos talvez precise de sua ajuda futuramente. Tenho interesse em aplicar seus estudos na pratica.
Se tiver interesse de discutir algumas ideias ficaria grato.

Obrigado,

Felipe
felipecfreitas@hotmail.com

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finance
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29 Jul 2009 Screenshot Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck Stat-arbitrage, multivariate Ornstein-Uhlenbeck fit, animation Author: Attilio Meucci finance, statistics, statistical arbitrage 230 0
 

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