Table 1 GGR model stock matching results
From: Research on a stock-matching trading strategy based on bi-objective optimization
Formation period | Group | Stock A | Stock B | SSD |
|---|---|---|---|---|
2016.01–2016.12 | 1 | 601,818 | 601,328 | 0.0954 |
2016.01–2016.12 | 2 | 601,288 | 600,016 | 0.1150 |
2016.01–2016.12 | 3 | 601,318 | 601,166 | 0.1328 |
2016.01–2016.12 | 4 | 601,998 | 601,005 | 0.1615 |
2016.01–2016.12 | 5 | 601,211 | 600,795 | 0.1660 |