SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO
SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO
SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO
SPY+0.8%
QQQ+1.2%
DIA-0.3%
SYSTEM: OFFLINEQILTRACK: V4.0
BTC+2.5%
ETH+1.8%
DEMO

Pairs Trading

A market-neutral strategy trading two correlated securities.

trading strategiesquantitative analysis

Definition

Pairs trading involves going long one security and short another that are historically correlated. When the spread between them diverges from normal, the trader bets on convergence. It's market-neutral because gains don't depend on market direction, only on the relationship between the two securities normalizing.

Example

Coca-Cola and Pepsi usually move together. When Pepsi underperforms by 5%, go long Pepsi, short Coca-Cola, betting on convergence.

FAQ

What is Pairs Trading?

A market-neutral strategy trading two correlated securities.

Why is Pairs Trading important?

Pairs Trading helps investors evaluate trading strategies and make more informed decisions.

Related Terms

This content is for informational purposes only and is not investment advice.

Pairs Trading - Definition & Meaning | Financial Glossary