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Dennis Stander

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Dennis left a comment on Pairs Trading - Copula Method vs Cointegration

"Two Questions:1. How is the Quantity calculated? (i.e. where can I find the function CalculateO..."

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12 months ago


Dennis left a comment on 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 return..."

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2 years ago


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