This survey reviews the growing literature on pairs trading frameworks, ie, relative‐value
arbitrage strategies involving two or more securities. Research is categorized into five …

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 …

Pairs trading is a statistical arbitrage strategy which first monitors two stocks whose prices
are cointegrated, and then makes arbitrage when the prices of these two stocks get non …

We investigate the profitability of a pairs trading strategy using Chinese and international
commodity futures contracts covering the period January 2004 to February 2018. We use a …

Pairs Trading refers to a statistical arbitrage approach devised to take advantage from short
term fluctuations simultaneously depicted by two stocks from long run equilibrium position. In …

The cointegrated-based pair trading crucially depends on two key parameters: the length of
the formation period and the divergence signal (or opening trigger), which are generally …

Pairs trading is an often deployed trading strategy by hedge funds which exploits relative
mispricing within two assets. In the present thesis, we empirically evaluate several …

This paper compares the final profitability of a cointegration-based pairs trading strategy
when pairs of stocks are pre-selected using seven different measures. Pre-selection matters …

The paper compares the final profitability of a cointegration-based pairs trading strategy
when pairs of stocks are pre-selected by means of seven different measures. Some of the …

ABSTRACT The Pairs Trading strategy takes advantage of temporary anomalies between
the prices of securities which move together. When the prices drift from long-term …