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- We adopt the idea of Cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities. 摘要本文借鉴协整的思想,并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。
- The out-of-sample performance of the Statistical Arbitrage model is sensitive to the movement of cost very much.The institutional investors' annualized Sharpe Ratio is 1.3. 样本外绩效对交易费用水平的变动非常灵敏,机构投资者的年夏普比为1.;3。
- Statistical Arbitrage Models of FTSE 计套利模型
- The Weak-Efficiency Test of Chinese Stock Market by Statistical Arbitrage 中国股票市场弱有效性的统计套利检验
- Statistical techniques are regularly employed. 统计方法得到经常的运用。
- statistical arbitrage 统计套利
- Statistical arbitrage models 统计套利模型
- They showed some statistical evidence to support their argument. 他们出示了一些统计数字来支持他们的论点。
- His political thinking is statist, too. 他的政治思想也是中央集权性质的。
- Analysis of additional premium arbitrage operation. 分析增发情况下溢价套利操作。
- The stock index future arbitrage tactics studies. 股指期货的套利策略研究。
- This is not a treatise on statistical theory. 这不是一篇有关统计理论的论文。
- This is an example of arbitrage. 这就是套利的一个例子。
- So, whether this is a pure act of arbitrage? 那么,这是否属于一种纯粹的套利行为?
- The most frequent value in the statistical sense. 在统计意义上最常出现的值。
- It is, Mr Midler says, a kind of factory arbitrage. 米德勒表示,这是工厂的一种套利行为。
- Your statistical results are off. 你的统计数据不精确
- A fantastic riskless arbitrage strategy! 投机主义再次得逞。
- That is interest arbitrage in practice. 这就是所谓的套利。
- The arbitrage opportunity is enormous. 套利机会非常巨大。