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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