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Table 4 Coefficient β of the two strategies

From: Research on a stock-matching trading strategy based on bi-objective optimization

  In-sample Out-of-sample
Period 1 Period 2 Period 3 Period 4 Period 5 Period 6 Period 7 Period 8
BQQ −0.025 −0.014 0.029 0.020 −0.076 −0.040 0.008 −0.039
GGR 0.010 0.006 0.039 −0.003 0.089 0.003 −0.036 −0.013