Quant Letter: February 2024, Week-2
Weekly (34th Edition)
ArXiv
Finance
Autoencoder Trading Strategies: The research shows that using Autoencoder architectures in Statistical Arbitrage simplifies strategy development and improves returns compared to traditional methods. (2024-02-13, shares: 4)
Closed-Form AMM Arbitrage Solutions: The article introduces a new mechanism for identifying arbitrage trades on automated…
