AI & Algo Trading

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Empirical Investigation of an Equity Pairs Trading Strategy

blog.edarchimbaud.com

Empirical Investigation of an Equity Pairs Trading Strategy

edarchimbaud
Sep 6, 2023
∙ Paid
Share this post

Empirical Investigation of an Equity Pairs Trading Strategy

blog.edarchimbaud.com
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Original paper

SSRN-id1361293.pdf

Trading rules

  • Stock selection from NYSE, AMEX, and NASDAQ, excluding illiquid stocks

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