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Question on Pair Selection for Pairs Trading

Another question related to pairs trading, is there anything else which is standard with traders besides co-integration test for pair selection? like mentioned in
http://stat.wharton.upenn.edu/~steele/Courses/434/434Context/PairsTrading/PairsTradingGGR.pdf

1 response

I suggest that you have a look to www.pairslog.com (needs a registration, but it is free).
In my opinion it is a very useful resource for the selection of pairs for trading.