Results 11 to 20 of about 3,181,879 (366)
Pairs-Trading System Using Quantum-Inspired Combinatorial Optimization Accelerator for Optimal Path Search in Market Graphs [PDF]
IEEE Access, 2023 Pairs-trading is a trading strategy that involves matching a long position with a short position in two stocks aiming at market-neutral profits. While a typical pairs-trading system monitors the prices of two statistically correlated stocks for detecting
Kosuke Tatsumura +4 more
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Applied Sciences, 2022 In the financial market, commodity prices change over time, yielding profit opportunities. Various trading strategies have been proposed to yield good earnings. Pairs trading is one such critical, widely-used strategy with good effect.
Chun-Hao Chen +3 more
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A Diversification Framework for Multiple Pairs Trading Strategies
Risks, 2023 We propose a framework for constructing diversified portfolios with multiple pairs trading strategies. In our approach, several pairs of co-moving assets are traded simultaneously, and capital is dynamically allocated among different pairs based on the ...
Kiseop Lee, Tim Leung, Boming Ning
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Pairs Trading in Cryptocurrency Markets
IEEE Access, 2020 Pairs trading is a strategy based on exploiting mean reversion in prices of securities. Even though these strategies have been shown to perform well for equities, their performance is unknown for the field of cryptocurrencies, usually perceived as ...
Miroslav Fil, Ladislav Kristoufek
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A Cooperative Dynamic Approach to Pairs Trading
Complexity, 2021 Based on recent works on stocks comovement, Pairs Trading’s strategy is enhanced by reducing the stock universe to the stocks with the lower volatility on a given date.
J. P. Ramos-Requena +3 more
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IEEE Access, 2022 A pairs trading strategy (PTS) constructs and monitors a stationary portfolio by shorting (longing) when the portfolio is adequately over- (under-)priced measured by a predetermined open threshold.
Wei-Lun Kuo +4 more
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Complexity, 2019 Many researchers have tried to optimize pairs trading as the numbers of opportunities for arbitrage profit have gradually decreased. Pairs trading is a market-neutral strategy; it profits if the given condition is satisfied within a given trading window,
Taewook Kim, Ha Young Kim
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Structural break-aware pairs trading strategy using deep reinforcement learning. [PDF]
J Supercomput, 2022 Pairs trading is an effective statistical arbitrage strategy considering the spread of paired stocks in a stable cointegration relationship. Nevertheless, rapid market changes may break the relationship (namely structural break), which further leads to ...
Lu JY +8 more
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Some Notes on the Formation of a Pair in Pairs Trading
Mathematics, 2020 The main goal of the paper is to introduce different models to calculate the amount of money that must be allocated to each stock in a statistical arbitrage technique known as pairs trading. The traditional allocation strategy is based on an equal weight
José Pedro Ramos-Requena +2 more
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Neural Augmented Kalman Filtering With Bollinger Bands for Pairs Trading [PDF]
IEEE Transactions on Signal Processing, 2022 Pairs trading is a family of trading techniques that determine their policies based on monitoring the relationships between pairs of assets. A common pairs trading approach relies on describing the pairwise relationship as a linear Space State (SS) model
Haoran Deng +3 more
semanticscholar +1 more source