MGPraxis6,400 papers identified by name

Pairs trading and statistical arbitrage

93 papers on pairs trading and statistical arbitrage as a systematic trading strategy. Spread and cointegration trades between related instruments.

Also searched as: pairs trading, statistical arbitrage, cointegration trading, spread trading, stat arb

Papers931998–2026
Share of the family100 %93 of 93
Asset
Method
Papers by yearPairs trading and statistical arbitrage
■ equities■ crypto■ multi-asset■ commodities■ other assets200020052010652015542020711112026■ equities■ crypto■ multi-asset■ commodities■ other assets200020052010652015542020711112026
Most cited in each assetcited byasset
Pairs Trading: Performance of a Relative Value Arbitrage Rule by Gatev et al.Equities212Equities1998
Cryptocurrency As Money: A Trading Strategy Solution by OgorevcCrypto24Crypto2019
Trading with Concave Price Impact and Impact Decay - Theory and Evidence by Hey et al.Asset not named5Asset not named2023
Deep Reinforcement Learning and Genetic Algorithm for a Pairs Trading Task on Commodities by Sermpinis et al.Commodities3Commodities2021
Technical Analysis, Spread Trading and Data Snooping Control by Psaradellis et al.Currencies3Currencies2018
Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach by Ramezanifar et al.Multi-asset1Multi-asset2015
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage by GadirajuVolatility and options1Volatility and options2008
Latest additionsasset
A Regime-Aware, Free-Boundary Framework for Statistical Arbitrage: Kalman-Filtered Synthetic Baskets, EGARCH Volatility, Markov Regime Detection, and Optimal Stopping via Hamilton-Jacobi-Bellman by BektasEquitiesEquities2026
Pairs Trading: A Change Point Perspective by Dou et al.Asset not namedAsset not named2026
Robust Currency Cointegration using Bayesian Optimization by Lo et al.CurrenciesCurrencies2026
Regime-Aware Statistical Arbitrage: Rolling Cointegration with Dynamic Volatility Targeting in the S&P 100 by WongAsset not namedAsset not named2026
GARCH-LSTM Long/Short Pair Trading Strategies on ETH/BTC pair by Ogwuche et al.CryptoCrypto2026

Assets with their own page

51 papers
Pairs trading in equities51

Pairs trading in multi-asset

4 papers
cited bymethod
Research on LSTM-A2C Intelligent Futures Pairs Trading Model Integrating Price Spread Features by Sun et al.0Neural networks +12026
Pairs Trading Strategy Design and Backtest for Oil Futures by Granger0State-space models2023
Stop-loss and Leverage in optimal Statistical Arbitrage with an application to Energy market by Baviera and Baldi2017
Pairs Trading Using Fractional Cointegration Approach and Its Comparison with Cointegration Approach by Ramezanifar et al.1Classical time series2015

Pairs trading in commodities

3 papers
cited bymethod
Deep Reinforcement Learning and Genetic Algorithm for a Pairs Trading Task on Commodities by Sermpinis et al.32021
Stochastic Spread Pairs Trading in the Indian Commodity Market by Mahajan and Chandra2019
The Case of Gold and Silver: A New Algorithm for Pairs Trading by Desai et al.32013

Pairs trading in currencies

3 papers
cited bymethod
Robust Currency Cointegration using Bayesian Optimization by Lo et al.0Bayesian2026
Technical Analysis, Spread Trading and Data Snooping Control by Psaradellis et al.32018
Analysis of Ornstein-Uhlenbeck process stopped at maximum drawdown and application to trading strategies with trailing stops by Temnov12015

Pairs trading in volatility and options

3 papers
cited bymethod
Long Memory in Volatility and Return Predictability by Wang and Clark02013
Risk and Return: Long-Run Relationships, Fractional Cointegration, and Return PredictabilityClassical time series2011
CDXIG Index, VIX and the Swap Curve Slope: A Study in Cross-Market Statistical Arbitrage by Gadiraju1Linear factor models2008

Pairs trading in real estate

2 papers
cited bymethod
Does Pairs Trading Strategy Effectiveness Depend on the Method, Sector, And/Or Economic Regime? Evidence from Forty-Eight Years of Daily S&P 500 Data and Three Pairs Selection Methods by Boyd02026
Diversification Gains and Systematic Risk Exposure in International Public Real Estate MarketsLinear factor models2014

Pairs trading, no asset class named

20 papers
cited bymethod
Pairs Trading: A Change Point Perspective by Dou et al.02026
Regime-Aware Statistical Arbitrage: Rolling Cointegration with Dynamic Volatility Targeting in the S&P 100 by Wong0State-space models2026
Business Analytics in Quantitative Trading: Enhancing Strategic Decision-Making with KPIs By Swarajkumar Gawali by Gawali02025
Cointegrated Matrix Autoregression Models by Li and Xiao1Linear factor models +12024
Optimal Entry and Exit with Signature in Statistical Arbitrage by Ning et al.1Mathematical derivation2024
Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration by Sarkar12023
Trading with Concave Price Impact and Impact Decay - Theory and Evidence by Hey et al.52023
Bertram's Pairs Trading Strategy with Bounded Risk by Holý and Černý2021
On LASSO for Predictive Regression by Lee et al.2021
11 more
Pairs-trading under path-dependent cointegration by Yan et al.0Classical time series +12021
Pairs Trading with Nonlinear and Non-Gaussian State Space Models by Zhang0State-space models2020
Estimation of Performance and Execution Time Effect on High Frequency Statistical Arbitrage Strategies by Popova and Popova02019
High-Frequency ETF Pairs Trading by Simonson02018
Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach by Leung and Kitapbayev0Mathematical derivation2017
Optimal Trading Strategies within the Hamilton-Jacobi-Bellman Equation - An Application to Statistical Arbitrage by Konishi12017
Supercointegrated by Figuerola–Ferretti et al.22017
Dynamic ETF Pairs Trading System. Evidence From Australia by Enemuwe12015
Mean-Reverting Portfolios: Tradeoffs Between Sparsity and Volatility by Cuturi and D’Aspremont02015
Optimal Parameters to Pairs Trading by Temlyakov02012
Statistical Modeling and Trading Strategies: The Case of Pairs Trading by Do0Classical time series2012

Papers on pairs trading from other families

5 papers
filed under
Statistical Arbitrage in Binary Prediction Markets: Three Systematic Strategies and Their Empirical Properties by NunesPrediction markets2026
Model-free Analysis of Dynamic Trading Strategies by Ananova et al.Short-term reversal2025
Commodity Futures Trading Strategies: Trend-Following and Calendar Spreads by Till and EagleeyeMomentum and trend following2017
Finance by VerhofenSeasonality and calendar effects2014
Empirical Inference of Related Trading between Two Securities: Detecting Pairs Trading, Merger Arbitrage, and Strategy Rules by GodfreyEvent-driven strategies2013
Papers tagged from title and abstract by MarketGraphs Praxis. Citation counts from OpenAlex.
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