Relative Arbitrage: Sharp Time Horizons and Motion by Curvature

doi:doi:10.57702/mf7ge1j6

You're currently viewing an old version of this dataset. To see the current version, click here.

Relative Arbitrage: Sharp Time Horizons and Motion by Curvature

The dataset is used to study the minimal time horizon over which any equity market with d stocks and suﬃciently intrinsic volatility admits relative arbitrage with respect to the market.

Data and Resources

Original MetadataJSON
The json representation of the dataset with its distributions based on DCAT.
Explore
- Preview
- Download

Cite this as

Martin Larsson, Johannes Ruf (2024). Dataset: Relative Arbitrage: Sharp Time Horizons and Motion by Curvature. https://doi.org/10.57702/mf7ge1j6

DOI retrieved: December 16, 2024

Additional Info

Field	Value
Created	December 16, 2024
Last update	December 16, 2024
Defined In	https://doi.org/10.48550/arXiv.2003.13601
Author	Martin Larsson
More Authors	Johannes Ruf