Leakage of Rank-Dependent Functionally Generated Trading Strategies

Annals of Finance - Germany
doi 10.1007/s10436-020-00364-2
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Trading Strategies With Copulas

Journal of Economic and Financial Sciences
2013English

Data Allocation Strategies for Leakage Detection

IOSR Journal of Computer Engineering
2012English

Gene Expression Programming and Trading Strategies

IFIP Advances in Information and Communication Technology
Computer NetworksInformation SystemsManagementCommunications
2013English

A Rank Dependent Scheduling Model

SSRN Electronic Journal
2010English

Agent-Based Evolutionary Optimisation of Trading Strategies

International Journal of Intelligent Information and Database Systems
Information Systems
2008English

The Benefit of Information Reduction for Trading Strategies

Applied Economics
EconomicsEconometrics
2002English

Profitable Momentum Trading Strategies for Individual Investors

Financial Markets and Portfolio Management
2015English

The Impact of the EU Emissions Trading System on Competitiveness and Carbon Leakage

SSRN Electronic Journal
2018English

Pretests for Genetic-Programming Evolved Trading Programs: “Zero-Intelligence” Strategies and Lottery Trading

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2006English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy