arbitrage

Poor man’s pairs trading…

April 11, 2010 | M. Parzakonis

There is a central notion in Time Series Econometrics, cointegration. Loosely it refers to finding the long run equilibrium of two non-stationary series. As the most know non-stationary series examples comes from finance, cointegration is nowadays a tool for traders (not a common one though!). They use it as the ... [Read more...]

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