46th QFRG & DSLab research seminar

Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market

Name: Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
Start: 2024-10-07T18:40:00+02:00
End: 2024-10-07T20:00:00+02:00
Location: Faculty of Economic Sciences, University of Warsaw

Announced as the 45th seminar (numbering corrected).

Adam Korniejczuk

Robert Ślepaczuk

Materials

PaperPublished / working paper SlidesPresentation (PDF)RecordingVideo of the talk PosterSeminar announcement