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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.
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
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  Data: <searchLink fieldCode="JN" term="%22International+Journal+of+Financial+Engineering%22">International Journal of Financial Engineering</searchLink>. Sep2020, Vol. 7 Issue 3, pN.PAG-N.PAG. 20p.
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        Value: 10.1142/S2424786320500243
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        Text: English
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