| 摘要 |
A smart computer-implemented system and method, wherein dynamic trading strategies for statistical arbitrage of financial instruments are automatically created and fine-tuned constantly according to the real-time market conditions. A completely new approach to the computation of co-reliance parameters not only simplifies the implementation of statistical arbitrage, but also solves the technical problems of a traditional model such as the uncertainty of the suitability of trading pairs, the scarcity of the trading opportunity and the static trading strategy in dynamic real-time market conditions. Not only have dynamic and smart trading strategies improved the profitability and efficiency of statistical arbitrage trading, but its practical simplification has also made it a hedging system to be readily applied in the financial industry. It is designated for a plurality of different financial products and trading instrument pairs. |
