"Experimental Comparison of HFT Pair Trading Strategies using Microsecond ..."

Mantas Vaitonis, Saulius Masteika (2018)

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DOI: 10.22364/BJMC.2018.6.2.10

access: open

type: Journal Article

metadata version: 2020-03-17

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Mantas Vaitonis, Saulius Masteika:
Experimental Comparison of HFT Pair Trading Strategies using Microsecond and Nanosecond Future Commodity Contracts Data. Balt. J. Mod. Comput. 6(2) (2018)

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