PAIR TRADING
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Benchmarks
CSI 300 Pair Trading
S&P 500 Pair Trading
Most implemented
Reinforcement Learning Pair Trading: A Dynamic Scaling approach
Papers
Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning
This study aims to determine whether the application of Deep Reinforcement Learning (DRL) as a specialized execution overlay can enhance pair trading in highly volatile cryptocurrency markets. Although classical implemen…
Reinforcement LearningPAIR TRADINGMoira: Language-driven Hierarchical Reinforcement Learning for Pair Trading
Many sequential decision-making problems exhibit hierarchical structure, where high-level semantic choices constrain downstream actions and feedback is delayed and ambiguous. Learning in such settings is challenging due …
Hierarchical Reinforcement LearningPAIR TRADINGDeep reinforcement learning for optimal trading with partial information
Reinforcement Learning (RL) applied to financial problems has been the subject of a lively area of research. The use of RL for optimal trading strategies that exploit latent information in the market is, to the best of o…
Reinforcement LearningPAIR TRADINGSignature Decomposition Method Applying to Pair Trading
Quantitative trading strategies based on medium- and high-frequency data have long been of significant interest in the futures market. The advancement of statistical arbitrage and deep learning techniques has improved th…
PAIR TRADINGReinforcement Learning Pair Trading: A Dynamic Scaling approach
Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent vol…
Algorithmic TradingDecision MakingPAIR TRADINGreinforcement-learning+2Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
The study seeks to develop an effective strategy based on the novel framework of statistical arbitrage based on graph clustering algorithms. Amalgamation of quantitative and machine learning methods, including the Kelly …
Graph ClusteringManagementPAIR TRADING