Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration in Pairs Trading

Shuang Liang, Siyuan Lu, Jun Lin, Zhongfeng Wang. Low-Latency Hardware Accelerator for Improved Engle-Granger Cointegration in Pairs Trading. IEEE Trans. Circuits Syst. I Regul. Pap., 68(7):2911-2924, 2021. [doi]

Abstract

Abstract is missing.