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by chicagokid
August 4th, 2011, 5:27 pm
Forum: General Forum
Topic: Correlation and pairs trading
Replies: 7
Views: 20177

Correlation and pairs trading

<t>My group does equity pairs trading using a stat arb strategy. We are however, intraday only. Without delving into details, we have 6 strategies, which differ with respect to various parameters. Conventional wisdom dictates that if stocks A and B are correlated, a mean reversion strategy should be...
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