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alessandro caserta


Università degli Studi di Milano Bicocca

4 total contributions since 2014

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Question


pairs trading strategy problem
good morning everyone I'm developing a strategy of pairs trading. I found a part of a matlab on http://www.mathworks.com/ma...

casi 5 años ago | 0 answers | 0

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answers

Question


I do not understand how the returns are calculated
Good morning everyone I can not understand how they are calculated returns in this part of the code. r4 is the total retur...

alrededor de 5 años ago | 1 answer | 0

1

answer

Question


pairs trading returns matlab
Good morning everyone I can not understand how they are calculated returns in this part of the code. s (i: i + N-1, 1) = -...

alrededor de 5 años ago | 0 answers | 0

0

answers

Question


I have a question about pairs trading
Good Morning I watched the pairs trading webminar. I would like to ask if anyone can give me some information about the operat...

alrededor de 5 años ago | 0 answers | 0

0

answers