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Charles Barthelemy

1 paper hereh-index 00 citations1 works total

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • cs.CE1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

cs.CE2024

Parameters Optimization of Pair Trading Algorithm

Charles Barthelemy, Ruoyu Chen, Edward Lucyszyn

Pair trading is a market-neutral quantitative trading strategy that exploits price anomalies between two correlated assets. By taking simultaneous long and short positions, it gene…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.