Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs. Momentum

Ioannis Psaradellis, Jason Laws, Athanasios Pantelous, Georgios Sermpinis

Research output: Book/Report › Commissioned report

Original language	English
Publisher	J.P. Morgan Center for Commodities, University of Colorado, Denver Business School
Volume	3
Publication status	Published - 1 Jun 2018

Name	Global Commodities Applied Research Digest
Publisher	J.P. Morgan Center for Commodities, University of Colorado, Denver Business School
No.	1
Volume	3

Access to Document

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series = "Global Commodities Applied Research Digest ",

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Psaradellis, I, Laws, J, Pantelous, A & Sermpinis, G 2018, Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs. Momentum. Global Commodities Applied Research Digest , no. 1, vol. 3, vol. 3, J.P. Morgan Center for Commodities, University of Colorado, Denver Business School. <http://www.jpmcc-gcard.com/wp-content/uploads/2018/05/GCARD-Summer-2018.pdf>

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PY - 2018/6/1

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PB - J.P. Morgan Center for Commodities, University of Colorado, Denver Business School

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