Lecture Pairs Trading Steven Skiena Department of Computer Science State University of New York Stony Brook NY httpwww - Pdf

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Lecture Pairs Trading Steven Skiena Department of Computer Science State University of New York Stony Brook NY httpwww

cssunysbedu skiena Pairs Trading This strategy was pioneered by Nunzio Tartaglias quant group at Morgan Stanley in the 1980s It remains an important statistical arbitrage technique used by hedge funds They found that certain securities were correlate

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Lecture Pairs Trading Steven Skiena Department of Computer Science State University of New York Stony Brook NY httpwww






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