Research paper / RESOURCE PROFILE

Bertram’s Pairs Trading Strategy with Bounded Risk

Publication: Bertram's Pairs Trading Strategy with Bounded Risk. Published Feb 8, 2021.

Research & Papers
arxiv.orgPublished Feb 8, 2021
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Overview

Publication: Bertram's Pairs Trading Strategy with Bounded Risk. Published Feb 8, 2021.

Publication information

Publication title
Bertram's Pairs Trading Strategy with Bounded Risk
Authors
Vladimír Holý, Michal Černý
Published
Feb 8, 2021
Last publication revision
Jun 28, 2021
Venue / journal
Holý, V., & Černý, M. (2022). Bertram's Pairs Trading Strategy with Bounded Risk. Central European Journal of Operations Research, 30(2), 667-682
Subject areas
q-fin.MF
DOI
10.1007/s10100-021-00763-4 ↗
Publication source
arxiv.org · abs/2102.04160v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2102.04160 ↗

Discovery references

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github.com

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Language
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Code license
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