A Regime-Aware Hybrid Pairs Trading System with Sentiment-Driven Intelligence
Pairs trading and statistical arbitrage in equities, studied by Kolapwar, Kulkarni and Waghmare in 2026 with tree ensembles. The abstract mentions excess returns and profits but not a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“Empirical evaluation on historical equity datasets demonstrates that HPTS consistently outperforms conventional pairs trading methods, offering superior responsiveness to regime shifts, improved trade selection, and higher risk-adjusted returns.”
AssetEquities
StrategyPairs tradingnews sentiment
TechniqueTree ensemble
ClaimExcess returnprofit
Also stated: Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodPairs trading and statistical arbitrage by year
FamilyPairs trading and statistical arbitrage93Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 909
AssetEquities51
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