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。
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.
因此,前景不看好的企业股价上涨,而前景看好的企业反而股价下跌,这破坏了“统计套利基金”模型的逻辑。
Thus, companies with poor prospects have seen shares rise and vice versa, undermining the logic of "stat arb" models.
因此,前景不看好的企业股价上涨,而前景看好的企业反而股价下跌,这破坏了“统计套利基金”模型的逻辑。
Thus, companies with poor prospects have seen shares rise and vice versa, undermining the logic of "stat arb" models.
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