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VERSION:2.0
PRODID:-//QFRG//Seminars//EN
CALSCALE:GREGORIAN
METHOD:PUBLISH
X-WR-CALNAME:Statistical arbitrage in multi-pair trading strategy based on 
 graph clustering algorithms in US equities market
X-WR-TIMEZONE:Europe/Warsaw
REFRESH-INTERVAL;VALUE=DURATION:P1D
BEGIN:VTIMEZONE
TZID:Europe/Warsaw
BEGIN:DAYLIGHT
TZOFFSETFROM:+0100
TZOFFSETTO:+0200
TZNAME:CEST
DTSTART:19700329T020000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
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TZOFFSETFROM:+0200
TZOFFSETTO:+0100
TZNAME:CET
DTSTART:19701025T030000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
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BEGIN:VEVENT
UID:seminar-46-statistical-arbitrage-in-multi-pair-trading-strategy-based@q
 frg.wne.uw.edu.pl
DTSTAMP:20261109T150632Z
DTSTART;TZID=Europe/Warsaw:20241007T184000
DTEND;TZID=Europe/Warsaw:20241007T200000
SUMMARY:QFRG & DSLab seminar: Statistical arbitrage in multi-pair trading s
 trategy based on graph clustering algorithms in US equities market
DESCRIPTION:Adam Korniejczuk\, Robert Ślepaczuk\n\nhttps://qfrg.wne.uw.edu
 .pl/seminars/46-statistical-arbitrage-in-multi-pair-trading-strategy-based
 /
LOCATION:Faculty of Economic Sciences\, University of Warsaw\, ul. Długa 4
 4/50\, 00-241 Warszawa\, Poland
URL:https://qfrg.wne.uw.edu.pl/seminars/46-statistical-arbitrage-in-multi-p
 air-trading-strategy-based/
END:VEVENT
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