Does Simple Pairs Trading Still Work? PoorSatisfactoryGoodVery GoodExcellent Average: 3 (3 ratings) Log in to rate this article. Financial Analysts Journal July/August 2010 | Vol. 66 | No. 4 | 12 pages Source: CFA InstituteBinh Do Robert Faff US$0.00 Member | US$0.00 Candidate | US$15.00 Nonmember Read Abstract Despite confirming the continuing downward trend in profitability of pairs trading, this study found that the strategy performs strongly during periods of prolonged turbulence, including the recent global financial crisis. Moreover, alternative algorithms combined with other measures enhance trading profits considerably, by 22 bps a month for bank stocks. Self-test View more information Topics Behavioral Finance : Limits to Arbitrage | Portfolio Management : Equity Portfolio Management Strategies | Quantitative Methods : Correlation Analysis and Regression · Time-Series Analysis Credits · About the CE Program 1 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: China's 12th Five-Year Plan Alexander Van Kemenade discusses China's 12th five-year plan, which includes higher efficiency in the use of energy, water, and carbon ... More Top Hedge Fund Investors: Stories, Strategies, and Advice This book chronicles top hedge fund investors that played key roles in the industry, including substantial information on manager sourcing, ... More Credit Suisse Global Wealth Report The "Credit Suisse Global Wealth Report" is a comprehensive study of world wealth that analyzes the world’s entire 200 trillion ... More Loading ...