pairs trading of stocks and cryptocurrencies. Using daily data from selected pairs, the spread dynamics has been modeled … that the proposed pairs trading strategy correctly captures some key stylized facts of residual spreads such as large jumps … to account for distributional properties and dynamic regimes when designing robust pairs trading strategies, providing a …

Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques … stock pairs selection process for implementing the Pairs Trading strategy. Findings: The implementation of the Pairs Trading … approach to enhancing Pairs Trading Strategies that could provide valuable insights for investors seeking more sophisticated …

Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques … stock pairs selection process for implementing the Pairs Trading strategy. Findings: The implementation of the Pairs Trading … approach to enhancing Pairs Trading Strategies that could provide valuable insights for investors seeking more sophisticated …

attention. The aim of this paper is to establish an innovative and unique pairs trading framework, and use it to test the … effectiveness of China's futures market. The framework for pairs trading is based on cointegration test, Kalman filter and Hurst … evaluate the performance of the strategy and compare it with the benchmark model. This study found that, according to the pairs …

We propose a framework for constructing diversified portfolios with multiple pairs trading strategies. In our approach …

Optimal trading strategies for pairs trading have been studied by models that try to find either optimal shares of …. To find optimal strategies that determine optimally both trade times and number of shares in a pairs trading process, we … use a singular stochastic control approach to study an optimal pairs trading problem with proportional transaction costs …