pairstrading-140120174714-phpapp01 | Arbitrage | Finance

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pair trading
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  Understanding Pairs Trading  Yuan Chen (Vincent)yuanc@outlook.com   Agenda   Intro : What is pairs trading?   Analysis : Perormance ! risks   Theory : Why pairs trading orks?   Experiment : #eal orld e$periment %y # language   Summary : Conclusion ! remarks  &istory   Pioneered %y Gerry Bamberger and Nunzio Tartaglia   'uantitatie group at Morgan Stanley in the *+,s   A nota%le pairs trader: Long-Term Capital Management  Pairs trading is- Market neutral trading strategy
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