One of the most interesting findings dealt with in a previous posting (Pairs Trading (ETFs) was the RTHs (Retail HOLDR.) salient feature of being a favorable candidate for a potential mean-reversion ...

Pairs trading and statistical arbitrage strategies represent a sophisticated suite of quantitative techniques designed to capitalise on pricing inefficiencies in financial markets. At their core, ...

Bank of America Merrill Lynch (BAML) has added new equity pairs trading strategies to its global algorithmic trading suite. Noting continued client demand for pairs and other market-neutral strategies ...

Accessing the online trading industry is fairly easy, but protecting your trading capital is tough. Most of the time, the naïve traders think about the profit factors. They never realize the fact, ...

Pairs Trading refers to a statistical arbitrage approach devised to take advantage from short term fluctuations simultaneously depicted by two stocks from long run equilibrium position. In this study ...

Mean reversion in CEF premium/discount values can be exploited for small gains in portfolio performance. Another pairs trade in EXG:ETW was successfully executed, with gains of around 10% in 3.5 ...

Pairs trading exploits valuation divergences between similar funds, aiming for market-neutral profits as prices revert to historical norms. EVN is currently overvalued, trading at a premium with a ...

Until recently, Direxion was primarily known as the largest provider of leveraged and inverse ETFs. But over the last year that’s changed, beginning last February with the launch of five “Portfolio ...