Search Results for author: Eeshaan Dutta

Found 1 papers, 0 papers with code

ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market

no code implementations26 Jan 2024 Eeshaan Dutta, Sarthak Diwan, Siddhartha P. Chakrabarty

This paper proposes an algorithmic trading framework integrating Environmental, Social, and Governance (ESG) ratings with a pairs trading strategy.

Algorithmic Trading

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