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- We adopt the idea of Cointegration and apply the methods that are more generalized than cointegration regression to study the Statistical Arbitrage Models of the securities. 摘要本文借鉴协整的思想,并采用比协整回归更一般化的方法来研究股票之间的统计套利模型。
- The out-of-sample performance of the Statistical Arbitrage model is sensitive to the movement of cost very much.The institutional investors' annualized Sharpe Ratio is 1.3. 样本外绩效对交易费用水平的变动非常灵敏,机构投资者的年夏普比为1.;3。
- Statistical Arbitrage Models of FTSE 计套利模型
- Statistical arbitrage models 统计套利模型
- If there is no arbitrage opportunity in the market, we can use Lagrangian multiplier method to obtain a Lagrangian multiplier feasibility problem from the arbitrage model. 若市场不存在套利机会时,可使用拉格朗日乘数法则将选择权套利模型导出拉格朗日乘子的可行性问题。
- The Weak-Efficiency Test of Chinese Stock Market by Statistical Arbitrage 中国股票市场弱有效性的统计套利检验
- The Research of the Risk Arbitrage Model between Two Countries 跨国风险套利模型的研究
- Statistical techniques are regularly employed. 统计方法得到经常的运用。
- Standing by him was a model worker. 站在他旁的是一位劳动模范。
- Making small models requires manual skill. 制作小模型要手巧。
- statistical arbitrage 统计套利
- I think I can get that special model for you. 我想我可以为你找到那种特别的型号。
- She has been held up as a model worker. 她被推举为模范工作者。
- He showed us a model of the new office building. 他给我们看了新办公楼的模型。
- He taught Tom how to make a model airplane. 他教汤姆作模型飞机的方法。
- They showed some statistical evidence to support their argument. 他们出示了一些统计数字来支持他们的论点。
- John is repairing his model plane at his leisure. 约翰不慌不忙地修理着他的航模。
- The old sailor chipped out a tiny model boat. 那名老水手一点儿一点儿地削出一个小船模型。
- His political thinking is statist, too. 他的政治思想也是中央集权性质的。
- The luxury model gives a smoother ride. 坐这种豪华型汽车感觉很平稳。