Add to ORKGPairs trading is a statistical arbitrage strategy that involves the simultaneous long/short of 2 relatively mispriced stocks (2 dimensions) which have strong historical co-movements. In 2-dimensional pairs trading, the copula method is proposed to overcome the limitations of the most popular distance method. In this research, we propose a multi-dimensional pairs trading framework to overcome the limitation of 2-dimensional pairs trading methods. [1st Award
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
Pairs trading is a widely accepted quantitative trading strategy originated from Wall Street. The in...
Pairs trading is a technique that is widely practiced in the financial industry. Its relevance has b...
Pairs trading is a technique that is widely practiced in the financial industry. Its relevance has b...
Pairs trading is a market neutral trading strategy that was first introduced and implemented by Morg...
Pairs trading is a market neutral trading strategy that was first introduced and implemented by Morg...
Includes bibliographical references.Pairs trading is an arbitrage strategy that involves identifying...
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
We perform an extensive and robust study of the performance of three different pairs trading strateg...
A new approach is proposed to identify trading opportunities in the equity market by using the infor...
Pair trading involves trading two securities with similar trend by different trading positions when ...
Pair trading involves trading two securities with similar trend by different trading positions when ...
Pairs trading is a statistical arbitrage strategy aimed at exploiting temporary divergences in asset...
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
Pairs trading is a widely accepted quantitative trading strategy originated from Wall Street. The in...
Pairs trading is a technique that is widely practiced in the financial industry. Its relevance has b...
Pairs trading is a technique that is widely practiced in the financial industry. Its relevance has b...
Pairs trading is a market neutral trading strategy that was first introduced and implemented by Morg...
Pairs trading is a market neutral trading strategy that was first introduced and implemented by Morg...
Includes bibliographical references.Pairs trading is an arbitrage strategy that involves identifying...
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
We perform an extensive and robust study of the performance of three different pairs trading strateg...
A new approach is proposed to identify trading opportunities in the equity market by using the infor...
Pair trading involves trading two securities with similar trend by different trading positions when ...
Pair trading involves trading two securities with similar trend by different trading positions when ...
Pairs trading is a statistical arbitrage strategy aimed at exploiting temporary divergences in asset...
The main goal of the paper is to introduce different models to calculate the amount of money that mu...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...
Since its’ invention at Morgan Stanley in 1987 pairs trading has grown to be one of the most common ...