Combining low-volatility and mean-reversion anomalies: Better together?
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 3/4, p. 70, doi. 10.3233/AF-220441
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- Publication type:
- Article
Works matching IS 21585571 AND DT 2023 AND VI 10 AND IP 3/4
Results: 4
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2
Guidelines for building a realistic algorithmic trading market simulator for backtesting while incorporating market impact: Agent-Based Strategies in Neural Network Format, Ecosystem Dynamics & Detection.
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 3/4, p. 92, doi. 10.3233/AF-220356
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- Publication type:
- Article
3
What is algorithmic finance? Editorial from outgoing Editor-in-Chief Philip Maymin.
- Published in:
- 2023
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- Publication type:
- Editorial
4
Sell the losers? Keep the winners? None of the above – Focus on the median!
- Published in:
- Algorithmic Finance, 2023, v. 10, n. 3/4, p. 115, doi. 10.1177/21576203241307779
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- Publication type:
- Article