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 |