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PairTrade Finder® PRO is the market-leading pairs trading software for online traders and offers a suite of professional advantages to help you even the playing field with institutional traders including:. 
Pair trading works (see research studies under Pair Trading Resources above)īecause the relationship between two COINTEGRATED stocks is much more predictable and reliable than the outright prediction of the. Holding both long and short positions in equal dollar amounts in a single or highly correlated set of market sectors. The main benefit of pair trading is that your exposure to market and sector risk is significantly reduced, i.e. Pairs trading and selection methods: is cointegration superior?, Nicolas Huck & Komivi Afawubo, 2015 TheseĪre clearly the main and most impressive empirical finding of this article.” Returns are especially high with monthly excess returns, including transaction costs, greater that 1.38%Īnd going up to about 5% over a period of more than 10 years. "Including transaction costs, robust strategies.are the following:Ĭointegration whatever the length of the formation period or the opening trigger. To determine pairs.We find that a trading strategy that bets on this convergence generates.Īlphas of up to 36% annually for an equal-weighted portfolio.”Įmpirical Investigation of an Equity Pairs Trading Strategy, Huafeng Chen, Shaojun Chen, Feng Li, September 2012 
"We test an equity pairs trading strategy that uses historical return correlations Why use PairTrade Finder® PRO? Recent Third-Party Research on Pair Trading U.S.
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