SSRNTrading, Microstructure & Execution
Sparse Synthetic Control Trading
The paper introduces a new framework that combines sparse synthetic control with copula-based dependence modeling to improve adaptability and risk management in pairs trading strategies.
Featured in No. 86 on 26 Feb 2025 · 8 days after release
- Released
- 18 Feb 2025
- First featured
- No. 86 · 26 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 123
- Identifier
- SSRN 5141328
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