pairs trading

cmphil · June 9th, 2010, 2:05 pm

Thanks for the suggestion - I will post there in the future

Cuchulainn · June 9th, 2010, 2:54 pm

QuoteOriginally posted by: cmphilThanks for the suggestion - I will post there in the futureOh dear

Hansi · June 9th, 2010, 3:18 pm

QuoteOriginally posted by: CuchulainnQuoteOriginally posted by: cmphilThanks for the suggestion - I will post there in the futureOh dear

Cuchulainn · June 9th, 2010, 3:37 pm

this is Wicker's island, just too many

matuni · June 19th, 2010, 10:37 am

I suggest to look at the following paper of Gate, Goetzmann and Rouwenhorsthttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=141615ask me for a recent MATLAB implementation.

deepvalue · June 20th, 2010, 5:02 pm

all pair trades are equivalent to carry trades.

KackToodles · June 27th, 2010, 12:26 am

QuoteOriginally posted by: deepvalueall pair trades are equivalent to carry trades. or all carry trades are equivalent to a pair trade.

CO2 · October 11th, 2010, 6:09 pm

QuoteOriginally posted by: veselhttp://papers.ssrn.com/sol3/papers.cfm?abstract_id=881550Does anyone has this paper? Could you please provide with the link if you. Regards