Çiftli İşlem ve İstatistiksel Arbitraj: AI Modelleri for Piyasa Nötr Getiriler

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.