Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications by Tim Siu Leung, Xin Li
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications

Tim Siu Leung, Xin Li

Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications

Tim Siu Leung, Xin Li

220 pages missing pub info (editions)

challenging informative medium-paced
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This book offers a unique financial engineering approach that combines novel analytical methodologies and applications to a wide array of real-world examples. It extracts the mathematical problems from various trading approaches and scenarios, but...

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