Pairs trade (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Pairs trade" in English language version.

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archive.org

Lowenstein, Roger (2000). When genius failed : the rise and fall of Long-Term Capital Management (1 ed.). New York: Random House. ISBN 978-0-375-50317-7.

bullmenbinary.com

"Co-integration Trading Strategy". Bullmen Binary. Retrieved 20 January 2015.

doi.org

Mahdavi Damghani, Babak (2013). "The Non-Misleading Value of Inferred Correlation: An Introduction to the Cointelation Model". Wilmott. 2013 (1): 50–61. doi:10.1002/wilm.10252.
Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert (2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10.1080/14697688.2016.1164337. ISSN 1469-7688. S2CID 219717488.

finanzaonline.com

"A New Approach to Modeling and Estimation for Pairs Trading". Monash University, Working Paper. http://www.finanzaonline.com/forum/attachments/econometria-e-modelli-di-trading-operativo/1048428d1238757908-spread-e-pair-trading-pairstrading_binhdo.pdf

kit.edu

statistik.ets.kit.edu

Kanamura, Takashi; Rachev, Svetlozar; Fabozzi, FranK (5 July 2008). "The Application of Pairs Trading to Energy Futures Markets" (PDF). Karlsruhe Institute of Technology. Archived from the original (PDF) on 2013-02-05. Retrieved 20 January 2015.

ntnu.no

nt.ntnu.no

S. Mudchanatongsuk, J. A. Primbs and W. Wong: "Optimal Pairs Trading: A Stochastic Control Approach". Proceedings of the American Control Conference, 2008. http://www.nt.ntnu.no/users/skoge/prost/proceedings/acc08/data/papers/0479.pdf

semanticscholar.org

api.semanticscholar.org

Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert (2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10.1080/14697688.2016.1164337. ISSN 1469-7688. S2CID 219717488.

sunysb.edu

cs.sunysb.edu

"Lecture 23: Pairs Trading" (PDF).

usyd.edu.au

ses.library.usyd.edu.au

A. D. Schmidt: "Pairs Trading - A Cointegration Approach". University of Sydney, 2008. http://ses.library.usyd.edu.au/bitstream/2123/4072/1/Thesis_Schmidt.pdf

web.archive.org

Kanamura, Takashi; Rachev, Svetlozar; Fabozzi, FranK (5 July 2008). "The Application of Pairs Trading to Energy Futures Markets" (PDF). Karlsruhe Institute of Technology. Archived from the original (PDF) on 2013-02-05. Retrieved 20 January 2015.

worldcat.org

search.worldcat.org

Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert (2016-04-27). "The profitability of pairs trading strategies: distance, cointegration and copula methods". Quantitative Finance. 16 (10): 1541–1558. doi:10.1080/14697688.2016.1164337. ISSN 1469-7688. S2CID 219717488.