The profitability of pairs trading strategies
5 Jun 2015 The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods. Rad, Hossein, Low, Rand Kwong Yew and Faff, For the cointegration and copula methods, we design a computationally efficient 2-step pairs trading strategy. In terms of economic outcomes, the distance, Request PDF | The profitability of pairs trading strategies: distance, cointegration and copula methods | We examine and compare the performance of three