Pair-Trading with S&P500 Companies – Part II.

April 10, 2011

(This article was first published on QuantTraderQuantTrader » R, and kindly contributed to R-bloggers)

Today I’m going to share with you further outcomes of my research in statistical arbitrage trading technique – pair-trading. In the first part of pair-trading with S&P500 Companies I used downloaded data from yahoo to identify co-integrated pairs. Next stage is to take closer look at results and identify potentially profitable pairs. As an example […]

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