In this article on Pairs trading basics, we will understand the concept behind this strategy, including correlation, cointegration and Z-score. We will then define entry and exit points as well as look at a simple pairs trading strategy....
This article focuses on statistical arbitrage, coded in R. It is a combination of EPAT class notes and author’s source code....
best user experience, and to show you content tailored to your interests on our site and third-party sites. By
closing this banner, scrolling this page, clicking a link or continuing to use our site, you consent to our use
of cookies. Read more