2009 IEEE International Symposium on Parallel &Amp; Distributed Processing 2009
DOI: 10.1109/ipdps.2009.5161147
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A high performance pair trading application

Jieren Wang
1
,
Camilo Rostoker
2
,
Alan Wagner
3
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Cited by 5 publications
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References 13 publications
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Selecting stock pairs for pairs trading while incorporating lead–lag relationship

Gupta
1
,
Chatterjee
2
2020
Physica A: Statistical Mechanics and its Applications
10
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3
0
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Selecting stock pairs for pairs trading while incorporating lead–lag relationship

Gupta
1
,
Chatterjee
2
2020
Physica A: Statistical Mechanics and its Applications
10
0
3
0
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Complex System: Theoretic Review of Pairs Trading Links

Wang
1
,
Mai
2
2011
2011 Fourth International Conference on Business Intelligence and Financial Engineering
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Whether Stock Market Structure Will Influence the Outcome of Pure Statistical Pairs Trading?

Mai
1
,
Wang
2
2011
2011 International Conference on Information Management, Innovation Management and Industrial Engineering
1
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