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Pairs Trading: Relative-Value Arbitrage on the GPT Store

Use Pairs Trading: Relative-Value Arbitrage on ChatGPT Use Pairs Trading: Relative-Value Arbitrage on 302.AI

GPT Description

This is GPT about pairs trading based on a paper by William N. Goetzmann Yale University and K. Geert Rouwenhorst YaleUniversity

GPT Prompt Starters

  • Explain this paper to me on a high level overview.
  • If I wanted to implement this as a trading strategy outline for me at a high level overview of how I would go about doing this.
  • I want to program this strategy in Python. Show me a template of how to do this.
  • Show me the python functions for calculating hedge ratio, spread, and zscore.
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Pairs Trading: Relative-Value Arbitrage GPT FAQs

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