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PAIR TRADING

Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets.

Papers

Showing 110 of 13 papers

TitleStatusHype
Signature Decomposition Method Applying to Pair Trading0
Reinforcement Learning Pair Trading: A Dynamic Scaling approachCode1
Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market0
MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning0
Linear and nonlinear causality in financial markets0
Optimal pair trading: consumption-investment problem0
Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals0
Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning0
Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement LearningCode1
Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market0
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