Pair trading with high-frequency data in the cryptocurrency market
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DOI: 10.1108/cfri-11-2024-0727
Abstract: PurposeThis study examines the performance of pair trading strategy in the cryptocurrency market under three statistical approaches including distance, cointegration and a hybrid method combining both distance and cointegration approaches.Design/methodology/approachThe research uses daily, 4-h, 1-h,… read more here.
Keywords: cryptocurrency market; pair trading; market;
An Entropic Approach for Pair Trading in PSX
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DOI: 10.3390/e25030494
Abstract: The perception in pair trading is to recognize that when two stocks move together, their prices will converge to a mean value in the future. However, finding the mean-reverted point at which the value of… read more here.
Keywords: entropic approach; pair; pair trading; approach pair ... See more keywords