TY  - GEN 
AU  - Ramos Requena, José Pedro
AU  - Trinidad Segovia, Juan Evangelista
AU  - Sánchez Granero, Miguel Ángel
PY  - 2020
SN  - 2227-7390
UR  - http://hdl.handle.net/10835/7853
AB  - The main goal of the paper is to introduce different models to calculate the amount of money that must be allocated to each stock in a statistical arbitrage technique known as pairs trading. The traditional allocation strategy is based on an equal...
LA  - en
PB  - MDPI
KW  - pairs trading
KW  - hurst exponent
KW  - financial markets
KW  - long memory
KW  - co-movement
KW  - cointegration
TI  - Some Notes on the Formation of a Pair in Pairs Trading
ER  -