Pairs Trading e Arbitraggio Statistico: AI Models for Market-Neutral Returns

Pairs trading generates returns independent of market direction by exploiting temporary mispricings between related securities.

Dynamic Hedge Ratios

Static hedge ratios deteriorate over time.

Entry and Exit Optimization

Z-score thresholds for entry and exit are optimized per pair based on historical mean-reversion speed, transaction costs, and recent spread volatility.