18.1 Introduction Previously, we examined ETF pairs trading strategies rooted in cointegration. Now, we enhance them with machine learning (ML)—seeking sharper pair selection, signal definition, and risk control using data-driven
ETF Investment For Beginners Chapter 17 – ETF Pairs Trading: Statistical Convergence for Market-Neutral Returns
17.1 What Is ETF Pairs Trading? Pairs trading is a market-neutral strategy designed to profit from the relative price divergence between two highly related ETFs. You simultaneously long the laggard
