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A Pairs Trading Strategy based on Mixed Copulas
Quarterly Review of Economics and Finance, 2022Fernando A.B. Sabino da Silva +2 more
semanticscholar +1 more source
High Frequency and Dynamic Pairs Trading with Ant Colony Optimization
Computational Economics, 2021J. Cerdá +3 more
semanticscholar +1 more source
A Finite Difference Scheme for Pairs Trading with Transaction Costs
Computational Economics, 2021Zequn Li, A. Tourin
semanticscholar +1 more source
Pairs trading in the index options market
Eurasian Economic Review, 2021Marianna Brunetti, Roberta De Luca
semanticscholar +1 more source
2017
Pair trading is a well-known strategy based on statistical arbitrage. This strategy uses a short-term deviation from the mean value of the price ratio of two highly correlated stocks from the same sector as the opportunity to open a position. When ratio returns to its mean value again, the position closes. This strategy has been used for many years and
openaire +1 more source
Pair trading is a well-known strategy based on statistical arbitrage. This strategy uses a short-term deviation from the mean value of the price ratio of two highly correlated stocks from the same sector as the opportunity to open a position. When ratio returns to its mean value again, the position closes. This strategy has been used for many years and
openaire +1 more source
Enhancing a Pairs Trading strategy with the application of Machine Learning
Expert systems with applications, 2020Simão Moraes Sarmento, N. Horta
semanticscholar +1 more source
Statistical Arbitrage Pairs Trading Strategies: Review and Outlook
, 2017C. Krauss
semanticscholar +1 more source
Commodity and Exchange Traded Fund Pairs Trading Strategy
SSRN Electronic Journal, 2019Alexander Fish +2 more
openaire +1 more source