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Statistical Arbitrage Pairs Trading Strategies - Institute for Economics

A trading strategy capitalizing on this mean-reversion effect is shown to have positive expected profits. Empirical applications on several ...



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Investing in the S&P 500 index: Can anything beat the buy-and-hold ...
A further risk factor analysis shows that moving average strategies are suitable for generating positive alpha returns against commonly used risk factors 
Designing and back-testing a trading strategy for stocks combining ...
The goal of this thesis is to back-test the effectiveness of a trading strategy based on the Bubble Score and Value Score which comes from the LPPLS model 
Positive alpha and negative beta (a strategy for ... - EconStor
The two strategies that were possible to trade during both bull and bear markets, exhibited positive risk-adjusted excess returns over different market 
PhD Thesis Third Phase - ResearchGate

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