Pairs trading is a popular trading strategy that on using information of two or more stocks and the formulation of trading signalsbased on meanreversionarguments. This project would use statistical methods to construct and assess pairs trading rules for aselected group of assets. Examples of possible pairs include similar companies (e.g. Coca Cola and Pepsi) similar commodities(e.g. Brent Crude and WTI) or even similar bonds. This project should probably involve assessing a selection of pairs.Read this paper uploaded {Perlin, Marcelo pl, M of a Kind: A Multivariate Approach at Pairs Trading } use this paper as guide forthe dissertation, follow similar methodology, you need to find 60 set of Pairs trading data. Use eviewsfor data analysis, also referto the result from literature of previous research, compare and analyse (for example, same industry different country ).Also, full instruction and other 3 useful paper provided.
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