Commodity, Equity Index and Currency Popular Pairs Trading
May 1, 2018 - Commodity Futures, Currency Trading, Technical Trading
Are technical rules applied to pairs trading attractive after correcting for data snooping bias? In their March 2018 paper entitled “Pairs Trading, Technical Analysis and Data Snooping: Mean Reversion vs Momentum”, Ioannis Psaradellis, Jason Laws, Athanasios Pantelous and Georgios Sermpinis test a variety of technical trading rules for long-short trading of 15 commodity futures, equity indexes and currency pairs (all… Keep Reading