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What is Statistical Arbitrage Pairs Trading Strategies Review and Outlook about?

The document reviews various statistical arbitrage pairs trading strategies, highlighting approaches such as distance, cointegration, and time series methods. It discusses the findings of key studies, including the seminal work by Gatev et al. (2006), which demonstrated significant profitability in pairs trading, while also noting the limitations and challenges faced in the field. The conclusion emphasizes the need for further research and refinement of trading strategies to enhance profitability amidst mar

Author

Torz Vin

Language

EN