arXiv subjects

Christian Rein

Publications and source records attributed to Christian Rein.

3 recordsLinked to original sources

arXiv2019

Generalized statistical arbitrage concepts and related gain strategies

Generalized statistical arbitrage concepts are introduced corresponding to trading strategies which yield positive gains on average in a class of scenarios rather than almost surely. The relevant scenarios or market states are specified via an information system given by a $σ$-algebra and so this notion contains classical arbitrage as a special case. It also covers the notion of statistical arbitrage introduced in Bondarenko (2003). Relaxing these notions further we introduce generalized profitable strategies which include also static or semi-static strategies. Under standard no-arbitrage there may exist generalized gain strategies yielding positive gains on average under the specified scenarios. In the first part of the paper we characterize these generalized statistical no-arbitrage notions. In the second part of the paper we construct several profitable generalized strategies with respect to various choices of the information system. In particular, we consider several forms of embedded binomial strategies and follow-the-trend strategies as well as partition-type strategies. We study and compare their behaviour on simulated data. Additionally, we find good performance on market data of these simple strategies which makes them profitable candidates for real applications.

q-fin.MF↗

arXiv2019

Stable, carbon-free inks of Cu2ZnSnS4 nanoparticles synthesized at room temperature designed for roll-to-roll fabrication of solar cell absorber layers

We report on a novel room temperature approach for the synthesis of environmentally-friendly copper zinc tin sulfide ($Cu_2ZnSnS_4$) nanoparticles. The method is shown to be compositionally robust and able to produce $S^{2-}$-stabilized carbon-free nanoparticle inks that are suitable for an absorber layer in solar cells. No organic residues from the process were detected. The metal-composition and the occurrence of secondary phases is here correlated with synthesis conditions: By utilizing a reactant concentration of Cu/Sn < 1.8 and Sn(II) as tin-source it is possible to avoid the formation of $Cu_xS$-phases, which are detrimental for the solar cell performance when present in the final absorber layer. With nanoparticle sizes approaching the Bohr radius for $Cu_2ZnSnS_4$, the band gap can be broadened up to 1.7 eV. In addition, the conditions for forming stable, carbon-free aqueous inks of such $Cu_2ZnSnS_4$ nanoparticles are investigated and the stabilizing $NH_4^+/S^{2-}$-ion concentration affects the quality of the deposited absorber layer. The use of room temperature synthesis and stable aqueous ink formulations make the method suitable for roll-to-roll fabrication and upscaling.

cond-mat.mtrl-sci↗

arXiv2018

Aligning tetracyanoplatinate thin films

By using a zone-casting derivative method it is possible to create well-aligned 200 nm thin films of tetracyano platinate crystal wires, which cover more than 50% of the surface of the substrate. The aligned crystal wires deviate only slightly from the casting direction and can each exceed 100 um in length. Grazing incidence X-ray diffraction shows a 3.5 Å periodicity corresponding to the intrachain Pt-Pt distance found in single crystals and a 110 (crystal) orientation along the surface normal.

cond-mat.mtrl-sci↗