Pairs trading: learn the logic first and then try it out. I ...
Pairs trading: learn the logic first and then try it out.
I have been pretty busy this whole time, so I just read, comments but don't post regularly. Anyway, I am back. So, for this part, I am gonna try to summarize the key takeaways about paris trading after reading some websites and articles.
1. The logic. (source: Pairs Trading - A Real-World Guide - AlgoTrading101 Blog）
"The aim of pairs trading is to bet that, if the prices of 2 assets diverge, they will converge eventually."
So, for exampl...
I have been pretty busy this whole time, so I just read, comments but don't post regularly. Anyway, I am back. So, for this part, I am gonna try to summarize the key takeaways about paris trading after reading some websites and articles.
1. The logic. (source: Pairs Trading - A Real-World Guide - AlgoTrading101 Blog）
"The aim of pairs trading is to bet that, if the prices of 2 assets diverge, they will converge eventually."
So, for exampl...
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