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Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
If for a Gumbel copula we get a combination of (u,v) of (1,1) -> the pdf of your algorithm...
Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Two Questions:
Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
If for a Gumbel copula we get a combination of (u,v) of (1,1) -> the pdf of your algorithm...
Dennis left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Two Questions:
6 years ago