This survey reviews the growing literature on pairs trading frameworks, ie, relative‐value
arbitrage strategies involving two or more securities. Research is categorized into five …

We perform an extensive and robust study of the performance of three different pairs trading
strategies—the distance, cointegration and copula methods—on the entire US equity market …

Pairs trading is a popular dollar-neutral trading strategy. This article, using the components
of the S&P 500 index, explores the performance of a pairs trading system based on various …

Pairs trading is a popular speculation strategy. Several implementation methods are
proposed in the literature: they can be based on a distance criterion or on co-integration …

Pairs trading is a technique that is widely practiced in the financial industry. Its relevance has
been constantly tested with updated samples, and its profitability is acknowledged among …

Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral
profit by hedging a pair of selected assets. Existing methods generally decompose the task …

Based on recent works on stocks comovement, Pairs Trading's strategy is enhanced by
reducing the stock universe to the stocks with the lower volatility on a given date. From this …

The motivation for this paper is to apply a statistical arbitrage technique of pairs trading to
high-frequency equity data and compare its profit potential to the standard sampling …

The main goal of the paper is to introduce different models to calculate the amount of money
that must be allocated to each stock in a statistical arbitrage technique known as pairs …

Forming combinations of comoving assets is a critical step in pairs trading that has only
been addressed either manually or through enumerative procedures. Both approaches fail …