On the efficacy of optimized exit rule for mean reversion trading.

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Bibliographic Details
Title: On the efficacy of optimized exit rule for mean reversion trading.
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
Description
ISSN:24247863
DOI:10.1142/S2424786320500243