Pairs trading techniques: An empirical contrast
Pairs trading is one of the most commonly used market neutral strategies. Over the last few years, several hedge funds have used different ways to successfully implement this trading strategy. The most extensively used techniques (correlation, distance, stochastic, stochastic differential residual a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | Spanish |
| Published: |
Elsevier
2018-09-01
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| Series: | European Research on Management and Business Economics |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2444883418300457 |