Latest Development in field of Pair Trading

(Last Updated On: May 12, 2011)

Latest Development in field of Pair Trading

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• Alexander, C. (1994): History Debunked RISK 7 no.12 (1994) pp59-63
Alexander, C. (1995): Cofeatures in international bond and equity markets Mimeo
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Chowdhury, A.R. (1991): Futures market efficiency: evidence from cointegration tests The Journal of Futures Markets 11:5 pp577-89
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Hail, A.D., Anderson, H.M., Granger C.W.J. (1992): A cointegration analysis of Treasury bill yields The Review of Economics and Statistics pp116-26
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Masih, R. (1997): Cointegration of markets since the ’87 crash Quaterly Review of Economics and Finance 37:4
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Schwartz, T.V., Szakmary, A.C. (1994): Price discovery in petroleum markets: arbitrage, cointegration and the time interval of analysis Journal of Futures Markets 14:2 pp147-167
Schmidt, P., Phillips, P.C.B. (1992): LM tests for a unit root in the presence of deterministic trends Oxford Bulletin of Economics and Statistics 54:3 pp257-288
Wang, G.H.K., Yau, J. (1994): A Time Series Approach To Testing For Market Linkage: Unit Root And Cointegration Tests Journal of Futures Markets 14:4

wov lot of info man , thanks

I have actually quite some experience on Pairs Trading on NIFTY Stocks, let me know if that can be helpful

 

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Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs