Pairs trading in equities
51 papers on pairs trading in equities as a systematic trading strategy. Pairs trading papers on single stocks and equity indices: 51 of the 93 in pairs trading and statistical arbitrage. 20 name a method, most often mathematical derivation (9). The most cited is Pairs Trading: Performance of a Relative Value Arbitrage Rule (1998).
Papers511998–2026
Share of the family55 %51 of 93
| cited by | method | ||
|---|---|---|---|
| Pairs Trading: Performance of a Relative Value Arbitrage Rule by Gatev et al. | 212 | 1998 | |
| The Cointegration Alpha: Enhanced Index Tracking and Long-Short Equity Market Neutral Strategies by Alexander and Dimitriu | 72 | 2002 | |
| Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy by Caldeira and Moura | 69 | 2013 | |
| Statistical Arbitrage and High-Frequency Data with an Application to Eurostoxx 50 Equities by Rudy et al. | 54 | 2013 | |
| Empirical Investigation of an Equity Pairs Trading Strategy by Chen et al. | 48 | 2009 | |
| Pairs Trading in the Land Down Under by Bogomolov | 21 | 2010 | |
| On the Estimation of the Consumption-Wealth Ratio: Cointegrating Parameter Instability and its Implications for Stock Return Forecasting by Hahn and Lee | 20 | 2001 | |
| Copula-Based Pairs Trading Strategy by Xie and Wu | 19 | 2013 | |
| M of a Kind: A Multivariate Approach at Pairs Trading by Perlin | 16 | 2006 | |
| The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods by Rad et al. | 14 | 2015 | |
| Statistical Arbitrage Trading Strategies and High Frequency Trading by Hanson and Hall | 12 | 2012 | |
| Stock Price Co-Movement and the Foundations of Pairs Trading by Faragó and Hjalmarsson | 11 | 2018 | |
| Performance Analysis of Pairs Trading Strategy Utilizing High Frequency Data with an Application to KOSPI 100 Equities by Kim | 9 | State-space models | 2011 |
| On the Market-Neutrality of Optimal Pairs-Trading Strategies by Angoshtari | 7 | Mathematical derivation | 2016 |
| Pairs Trading with Copulas by Xie et al. | 7 | 2014 | |
| Correlation Matrix Clustering for Statistical Arbitrage Portfolios by Cartea et al. | 4 | 2023 | |
| A Mean-Variance Capital Asset Pricing Model for Long Short Equity Hedge Fund Portfolios by Hampton | 3 | Mathematical derivation | 2007 |
| Predicting Returns and Changes in Real Activity in Emerging and Developed Economies by Rangvid | 3 | 2001 | |
| ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market by Dutta et al. | 2 | 2024 | |
| Pairs Trading via Unsupervised Learning by Han et al. | 2 | 2021 | |
| Market Liquidity and Exposure of Hedge Funds by Siegmann and Stefanova | 2 | 2011 | |
| Pairs Trading Strategy and Connected Stocks: Evidence from China by Lin and Qiu | 1 | 2024 | |
| Pairs Trading Using Clustering and Deep Reinforcement Learning by Roychoudhury et al. | 1 | Neural networks | 2023 |
| A singular stochastic control approach for optimal pairs trading with proportional transaction costs by Xing | 1 | Mathematical derivation | 2019 |
| Diversified Statistical Arbitrage: Dynamically Combining Mean Reversion and Momentum Strategies by Velissaris | 1 | 2010 | |
| A Regime-Aware Hybrid Pairs Trading System with Sentiment-Driven Intelligence by Kolapwar et al. | 0 | Tree ensembles | 2026 |
| 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 Bektas | 0 | Linear factor models +3 | 2026 |
| AN EMPIRICAL ASSESSMENT OF PAIRS TRADING USING ENSEMBLE Q-LEARNING by Rayaprolu | 0 | Bayesian | 2026 |
| Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals by Morbelli et al. | 0 | Mathematical derivation | 2026 |
| Attention Factors for Statistical Arbitrage by Epstein et al. | 0 | Linear factor models | 2025 |
| Statistical Arbitrage in Polish Equities Market Using Deep Learning Techniques by Adamczyk and Dąbrowski | 0 | Neural networks | 2025 |
| End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture by Krause and Calliess | 0 | Neural networks | 2024 |
| Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market by Korniejczuk and Ślepaczuk | 0 | 2024 | |
| Determination of the effective cointegration rank in high-dimensional time-series predictive regressions by Fang et al. | 0 | Classical time series | 2023 |
| On statistical arbitrage under a conditional factor model of equity returns by Spears et al. | 0 | Linear factor models +1 | 2023 |
| Pairs Trading Strategy Based on Cointegration Model and ECM by Wang | 0 | 2023 | |
| Pairs Trading with Costly Short-Selling by Xu and Yang | 0 | Mathematical derivation | 2023 |
| Gold Standard Pairs Trading Rules: Are They Valid? by Fil | 0 | 2020 | |
| Quant Bust 2020 by Kakushadze | 0 | 2020 | |
| A Market Neutral Statistical Arbitrage Trading Model by Larsson et al. | 0 | 2017 | |
| Idiosyncratic Risk, Costly Arbitrage and Asymmetry: Evidence from Pairs Trading by Riedinger | 0 | 2016 | |
| Statistical Arbitrage in the Black-Scholes Framework by Göncü | 0 | Mathematical derivation | 2014 |
| An Optimal Pairs-Trading Rule by Song and Zhang | 0 | Mathematical derivation | 2013 |
| Implementation of Pairs Trading Strategies by Foshaug | 0 | 2010 | |
| International Factor Linkages by Lee et al. | 0 | Linear factor models | 2007 |
| Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy by Holý and Tomanová | Classical time series | 2025 | |
| Performance of Pairs Trading Strategies Based on Renko and Kagi Charts by Sun | 2025 | ||
| Statistical arbitrage portfolio construction based on preference relations by Šarić et al. | 2023 | ||
| Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market by Sen | 2022 | ||
| Quantum Quantitative Trading: High-Frequency Statistical Arbitrage Algorithm by Zhuang et al. | 2021 | ||
| Optimal switching for pairs trading rule: a viscosity solutions approach by Ngo and Pham | Mathematical derivation | 2014 |
Papers on pairs trading in equities from other families
3 papers| filed under | ||
|---|---|---|
| Hedge Ratio Estimation and Risk-Return Dissociation in Pairs Trading: Kalman Filtering under Structural Instability by Baskaran | Hedging strategies | 2026 |
| Impact of Quantitative Trading Strategies on Portfolio Performance during Market Volatility: Evidence from Indian Markets by Srivastava | Short-term reversal | 2026 |
| A Regime-Switching Relative Value Arbitrage Rule by Bock and Mestel | Macro signals and regime strategies | 2008 |