In this webinar, James explores a simple seasonality effect and finds that there’s more to the story than an upwardly sloping equity curve. Watch the video to see how you can use Excel to explore market phenomena efficiently and gather evidence that you can use to make practical trading decisions. If you’d like to master …
This post summarises the key lessons of the academic literature that has been published on pairs trading. The key themes are highlighted at the end of the page. Pair Trading Literature Review Gatev, Goetzmann, Rouwenhorst – “Pairs Trading: Performance of a Relative Value Arbitrage Strategy” https://papers.ssrn.com/sol3/papers.cfm?abstract_id=141615 This is the first meaningful academic paper on pair …
