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REFERENCES

Оглавление

1 Duhigg, Charles. 2006. “Street Scene; A Smarter Computer to Pick Stock.” New York Times, November 24.

2 Sharpe, William. 1994. “The Sharpe Ratio.” The Journal of Portfolio Management, Fall. Available at: www.stanford.edu/~wfsharpe/art/sr/sr.htm.

Quantitative Trading

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