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 11–13 of 13 papers

Title	Date	Tasks	Status
Multivariate Pair Trading by Volatility & Model Adaption Trade-off	Jun 11, 2021	ManagementPAIR TRADING	—Unverified
On the Profitability of Optimal Mean Reversion Trading Strategies	Feb 18, 2016	PAIR TRADING	—Unverified
Mean-Reversion and Optimization	Feb 12, 2016	PAIR TRADINGregression	—Unverified

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