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Pair Trading Books

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Pair Trading Academic Research Papers
http://www.yats.com/doc/cointegration-en.pdf
http://www.futuresindustry.org/downloads/Audio/Companion/Three-812.pdf
http://www.algorithm.cs.sunysb.edu/computationalfinance/pdf/lecture23.pdf
http://www.stat.berkeley.edu/~aldous/Research/Ugrad/Amy_Zhang.pdf
http://superscalper.ru/wp-content/uploads/2013/08/Statistical%20arbitrage%20and%20pairs%20trading.pdf
http://www3.stat.sinica.edu.tw/2013ssfrm/2_volarbitrage.pdf
http://ta.twi.tudelft.nl/mf/users/oosterlee/oosterlee/gorter.pdf
http://www.master272.com/finance/longshort/pairtrading_perf.pdf
http://ses.library.usyd.edu.au/bitstream/2123/4072/1/Thesis_Schmidt.pdf
http://stat.wharton.upenn.edu/~steele/Courses/434/434Context/PairsTrading/PairsTradingQFin05.pdf
http://quanttrader.info/public/betterHedgeRatios.pdf
http://numericalmethod.com/papers/course1/lecture3.pdf
http://epub.lib.aalto.fi/en/ethesis/pdf/13232/hse_ethesis_13232.pdf
https://www.sais-jhu.edu/sites/default/files/Haque%20Asian%20Economic%20and%20Financial%20Review.pdf
http://www.bauer.uh.edu/rsusmel/academic/ptadr.pdf
http://www.akcieatrhy.cz/users_data/file/TPPairsTradingArticle.pdf
http://www.nt.ntnu.no/users/skoge/prost/proceedings/acc08/data/papers/0479.pdf
http://www.itg.com/marketing/ITG_PairsTradingAlgos_20130215.pdf
http://www.ignisasset.com/financial-advisers/documents/Investment_Guide_to_Pair_Trading.pdf
https://statistik.econ.kit.edu/download/doc_secure1/ptem342v144techreport.pdf
http://www.aueb.gr/conferences/Crete2011/more%20recent/Schizas.pdf
http://www.godotfinance.com/pdf/PairsTrading.pdf
http://www98.griffith.edu.au/dspace/bitstream/handle/10072/31962/62388_1.pdf;jsessionid=E17084475E5244A2997095D18B
06BF35?sequence=1
http://www.ms.unimelb.edu.au/publications/RampertshammerStefan.pdf
http://www.econjournals.com/index.php/ijefi/article/viewFile/501/pdf
http://www.apc.ucc.ie/en/cir/papers/HighFrequencyPairsTrading.pdf
https://dspace.lib.uom.gr/dspace/bitstream/2159/15715/6/KoronidisGeorgiosMsc2013.pdf
http://www.hedgefundprofiler.com/Documents/09.pdf
http://web.mit.edu/wysockip/www/papers/PapadakisWysocki2008.pdf
http://papers.tinbergen.nl/14039.pdf
http://lib-sca.hkbu.edu.hk/trsimage/hp/03006433.pdf
http://chaosweb.complex.eng.hokudai.ac.jp/~j_inoue/WEHIA2014_Murota_Inoue_v1.pdf
http://ro.uow.edu.au/cgi/viewcontent.cgi?article=1040&context=cssmwp
http://ktriantafyllopoulos.staff.shef.ac.uk/triantafhan_springer_v2.pdf
http://www.jma2014.fr/fichiers2010/329/Huck_JMA2010.pdf
http://www.iassa.co.za/wp-content/uploads/2-78-MasheleTerblancheVenter-Nov-2013.pdf
http://fin.shufe.edu.cn/Article/UploadFiles/201209/2012090408514794.pdf
http://www.mta.org/eweb/docs/pdfs/erniechan-020211.pdf
https://tspace.library.utoronto.ca/bitstream/1807/65615/1/ZhengqinZeng_20146_MASc_thesis_pdf.pdf
http://www.efmaefm.org/0EFMAMEETINGS/EFMA%20ANNUAL%20MEETINGS/2011-Braga/papers/0345.pdf
https://www.stern.nyu.edu/sites/default/files/assets/documents/con_043798.pdf
http://www.rinfinance.com/agenda/2014/talk/MatthewClegg.pdf
https://www3.nd.edu/~pgao/papers/EngelbergGaoJag_31August2008.pdf
http://www.thesis.bilkent.edu.tr/0006625.pdf
http://www.muslumov.com/wp-content/uploads/2012/07/TRADING-Pairs-Trading-MEFE-2010.pdf
http://campus.udayton.edu/~mathdept/Colloquium/colloq/w08/ZengWi08.pdf
http://www.dnb.nl/en/binaries/Working%20Paper%20343_tcm47-271856.pdf
http://www.di.ens.fr/~aspremon/PDF/MeanRevVec.pdf
http://dspace.mit.edu/bitstream/handle/1721.1/63837/meanreversionins00pote.pdf?sequence=1

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