Mantas Vaitonis, Saulius Masteika. Statistical Arbitrage Trading Strategy in Commodity Futures Market with the Use of Nanoseconds Historical Data. In Robertas Damasevicius, Vilma Mikasyte, editors, Information and Software Technologies - 23rd International Conference, ICIST 2017, Druskininkai, Lithuania, October 12-14, 2017, Proceedings. Volume 756 of Communications in Computer and Information Science, pages 303-313, Springer, 2017. [doi]
Abstract is missing.