Journal of Big Data

Table 3 Pairs-trading profits using the dynamic approach with interest rate of \(0.01\%\)/per day and initial capital of zero

From: A computing platform for pairs-trading online implementation via a blended Kalman-HMM filtering approach

	(a) Aggressive	(b) Normal	(c) Safe	(d) Imaginary
Profit ($)	16.6361	16.0067	15.8564	18.4892

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