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Pairs Trading Example / Statistical Arbitrage Example

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Uploaded by on Aug 13, 2009

A short snippet from the excellent "Algorithmic Trading Webinar" from the Mathworks showing the ease with which a very basic pairs trading setup can be identified. For those interested in trading, I would highly recommend having a look at this webinar as it also contains some a good (although basic) example using a technical analysis indicators.

There's also an interesting collection of articles relating to pairs trading here: http://www.intradaydata.biz/resources/pairs-trading

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