2 papers
q-fin.CP2024
Reinforcement Learning Pair Trading: A Dynamic Scaling approach
Hongshen Yang, Avinash Malik
Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurre…
cs.CE2024
Optimal market-neutral currency trading on the cryptocurrency platform
Hongshen Yang, Avinash Malik
This research proposes a novel arbitrage approach in multivariate pair trading, termed the Optimal Trading Technique (OTT). We present a method for selectively forming a "bucket" o…