Search results for: PAIR TRADING

• Are Pair Trading Strategies Profitable During COVID-19 Period?

  Publication

  • M. K. Sohail
  • A. Raheman
  • J. Iqbal
  • M. I. Sindhu
  • A. Staar
  • M. Mushafiq
  • H. Afzal

  - Journal of Information & Knowledge Management - Year 2022

  Pair trading strategy is a well-known profitable strategy in stock, forex, and commodity markets. As most of the world stock markets declined during COVID-19 period, therefore this study is going to observe whether this strategy is still profitable after COVID-19 pandemic. One of the powerful algorithms of DBSCAN under the umbrella of unsupervised machine learning is applied and three clusters were formed by using market and accounting...

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