A Machine Learning based Pairs Trading Investment Strategy - SpringerBriefs in Applied Sciences and Technology - Simao Moraes  Sarmento - Books - Springer Nature Switzerland AG - 9783030472504 - July 14, 2020
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A Machine Learning based Pairs Trading Investment Strategy - SpringerBriefs in Applied Sciences and Technology 1st ed. 2021 edition

Simao Moraes Sarmento

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This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs.


104 pages, 50 Tables, color; 16 Illustrations, color; 22 Illustrations, black and white; IX, 104 p.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released July 14, 2020
ISBN13 9783030472504
Publishers Springer Nature Switzerland AG
Pages 104
Dimensions 234 × 156 × 10 mm   ·   200 g
Language German