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Business Hot Topics for Investment Managers: Compliance & Technology Directives for 2012

1. Hot Topics for Investment Managers: Compliance & Technology Directives for 2012 2. Agenda Form PF: What You Need to Know Maintaining an Effective Compliance Program…

Documents Optimal Mean Reversion Trading

Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit∗ Tim Leung† Xin Li‡ April 26, 2015 Abstract Motivated by the industry practice of pairs trading,…