stock-prediction
PAIR TRADING
3260 papers • 126 benchmarks • 313 datasets
Pair trading is one of the most effective statistical arbitrage strategies which seeks a neutral profit by hedging a pair of selected assets.
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Benchmarks
These leaderboards are used to track progress in stock-prediction
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S&P 500 Pair Trading
S&P 500 Pair Trading
CSI 300 Pair Trading
CSI 300 Pair Trading
Libraries
iUse these libraries to find stock-prediction models and implementations
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Most implemented papers
Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning
Jimin Huang, Weiguang Han, Yanzhao Lai, Qianqian Xie, Boyi Zhang, Min Peng•Tue Jan 24 2023
A paradigm for automatic pair trading as a unified task rather than a two-step pipeline is proposed and a hierarchical reinforcement learning framework is designed to jointly learn and optimize two sub-tasks.
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