How Long to Read A Machine Learning based Pairs Trading Investment Strategy

How Long Does it Take to Read A Machine Learning based Pairs Trading Investment Strategy?

It takes the average reader 1 hour and 51 minutes to read A Machine Learning based Pairs Trading Investment Strategy by Simão Moraes Sarmento

Assuming a reading speed of 250 words per minute. Learn more

Description

This book investigates the application of promising machine learning techniques to address two problems: (i) how to find profitable pairs while constraining the search space and (ii) how to avoid long decline periods due to prolonged divergent pairs. It also proposes the integration of an unsupervised learning algorithm, OPTICS, to handle problem (i), and demonstrates that the suggested technique can outperform the common pairs search methods, achieving an average portfolio Sharpe ratio of 3.79, in comparison to 3.58 and 2.59 obtained using standard approaches. For problem (ii), the authors introduce a forecasting-based trading model capable of reducing the periods of portfolio decline by 75%. However, this comes at the expense of decreasing overall profitability. The authors also test the proposed strategy using an ARMA model, an LSTM and an LSTM encoder-decoder.

How long is A Machine Learning based Pairs Trading Investment Strategy?

A Machine Learning based Pairs Trading Investment Strategy by Simão Moraes Sarmento is 108 pages long, and a total of 27,864 words.

This makes it 36% the length of the average book. It also has 34% more words than the average book.

How Long Does it Take to Read A Machine Learning based Pairs Trading Investment Strategy Aloud?

The average oral reading speed is 183 words per minute. This means it takes 2 hours and 32 minutes to read A Machine Learning based Pairs Trading Investment Strategy aloud.

What Reading Level is A Machine Learning based Pairs Trading Investment Strategy?

A Machine Learning based Pairs Trading Investment Strategy is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy A Machine Learning based Pairs Trading Investment Strategy?

A Machine Learning based Pairs Trading Investment Strategy by Simão Moraes Sarmento is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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