Mean-Reversion within Cluster Industries

Log in to collect

Academic paper

Clustering-Based Sector Investing

AuthorsMatteo Bagnara; Milad Goodarzi

Institute
  • Goethe University Frankfurt
  • Ecole des Hautes Etudes Commerciales du Nord
  • Leibniz Institute for Financial Research SAFE
  • EDHEC Business School - Scientific Portfolio

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.