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Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum
Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum
2018
Ioannis Psaradellis
Jason Laws
Athanasios A. Pantelous
Georgios Sermpinis
Keywords:
Transaction cost
Mean reversion
Econometrics
Pairs trade
Mathematics
Momentum
Technical analysis
Correction
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