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Quantitative Finance · Glossaire

Qu'est-ce que « Pairs trading » ?

Definition 4.1 Strategies I: Equities and Futures · Chapitre 4 — Pairs and Baskets

Pairs trading is the strategy of selecting two securities whose prices have moved together, and taking a long position in the one that has fallen behind and a short position in the other when their prices diverge, to be closed when they converge.

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