@article{onstatisticalarbitrageunderaconditional,
  title = {On statistical arbitrage under a conditional factor model of equity returns},
  author = {Trent Spears and Stefan Zohren and Stephen Roberts},
  year = {2023},
  eprint = {2309.02205},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.02205v1},
}