SSRNTrading, Microstructure & Execution
ML and Kalman Filter for Pair Trading
The research uses machine learning and Kalman filtering to improve pair trading strategies, leading to better returns.
Featured in No. 18 on 4 Oct 2023 · 1 day after release
- Released
- 3 Oct 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4590815
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