On the efficacy of optimized exit rule for mean reversion trading.
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| Title: | On the efficacy of optimized exit rule for mean reversion trading. |
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| Authors: | Lee, Donovan1 donny.lee.wm@gmail.com, Leung, Tim2 timleung@uw.edu |
| Source: | International Journal of Financial Engineering. Sep2020, Vol. 7 Issue 3, pN.PAG-N.PAG. 20p. |
| Database: | Mathematics Source |
| ISSN: | 24247863 |
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| DOI: | 10.1142/S2424786320500243 |