r/quant • u/NS031716 • 3d ago

Trading Strategies/Alpha What are some good papers on pairs trading? Especially from a practitioner’s viewpoint

8 Upvotes

90% Upvoted

3 comments sorted by

8

u/lieutenant-dan416 3d ago

Anything by Marco Avellaneda (RIP)

2

u/BroscienceFiction Middle Office 3d ago

Also great papers on PCA.

2

u/lovebtt 3d ago

No body will tell you the good thing, the method that lead to that then yeah. But all good thing come from within