...产品很难具备有效的均值回复特性,所以统计套利交易更多的是应用于包含两个或以上金融产品的组合中,其中配对交易(pair trading)是最常见也是应用最广的方式。
基于108个网页-相关网页
On the basis of the theory knowledge,we will explain the ways and means of statistical arbitrage by the demonstration of the pair trading in the stock market and the momentum test in Shanghai stock market.
在熟悉和掌握统计套利理论知识的基础上,通过股票市场成对交易和沪市A股动量效应检验的实证研究来展示统计套利策略的应用及操作方法。
参考来源 - 从成对交易到动量检验·2,447,543篇论文数据,部分数据来源于NoteExpress
DODOMA, Tanzania - Lying side by side on a narrow bed, talking and giggling and poking each other with skinny elbows, they looked like any pair of teenage girls trading jokes and secrets.
坦桑尼亚中部城市Dodoma:一群十几岁女孩并排躺在窄窄的床上,一边说笑着,一边用瘦得只有皮包骨的胳膊互相捅戳着玩耍。每一对都像在讲小笑话和小秘密。
Together the pair accounted for nearly half of global stock trading last year.
这两大交易所的交易额合计占到了去年全球近一半的股票交易量。
If you can't manually calculate the currency exchange conversion values for any pair you're planning to trade with an EA, you shouldn't be trading.
如果您不能用手动计算出你打算用ea交易系统进行交易的任何货币对的汇率即时变化,你不应该交易。
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