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Complex System: Theoretic Review of Pairs Trading Links

By: Yongguan Mai; Susheng Wang;

2011 / IEEE / 978-1-4577-1541-9


This item was taken from the IEEE Conference ' Complex System: Theoretic Review of Pairs Trading Links ' To fully understand the research situation on the pairs trading, promoting the researches on pairs trading develop rapidly, after analyzing the main aspects of pairs trading deeply, comparing the research results made by foreign researchers, this paper does analysis and review the links of pairs trading in detail from the following aspects: the optional stocks, the pairing styles, the forms of the price spread, the ways to sort the pairs, the statistical characters of the price spread, the amount of empirical data, the empirical methods, the trading strategies, and the ways to evaluate the outcomes. This paper finally points out eight valuable problems, such as the effective application of learning mechanisms. The results show that thorough study on any link of pairs trading will effectively promote the outcome, the researches in developed countries such as the United States are more detailed and comprehensive, researches in developing countries such as Brazil, Turkey and China, are increasing and still have bright future.