Sheng Chai, Xianrong Zheng. A Contrarian Trading Strategy: Mean vs. Median Reversion. In Proceedings of the 2023 7th International Conference on E-Commerce, E-Business and E-Government, ICEEG 2023, Plymouth, United Kingdom, April 27-29, 2023. pages 134-138, ACM, 2023. [doi]
Abstract is missing.