PAIR TRADING
1 papers with code • 2 benchmarks • 2 datasets
Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets.
Benchmarks
These leaderboards are used to track progress in PAIR TRADING
| Trend | Dataset | Best Model | Paper | Code | Compare |
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S&P 500 Pair Trading
CSI 300 Pair Trading
Most implemented papers
Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning
For pair selection, ignoring the trading performance results in the wrong assets being selected with irrelevant price movements, while the agent trained for trading can overfit to the selected assets without any historical information of other assets.
