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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.

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Cite this as

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

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