Cointegration is good concept. I think correlation is not enough to find good pairs to trade.
[Reference]
http://www.best-pair-trading.com/what_is_pairtrading.php
[Reference]
http://www.best-pair-trading.com/what_is_pairtrading.php
Pairs Trading ??? any new inputs ?
- Thread starter rajivkhatlawala
- Start date
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