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Contributors Corner
Contributors Corner
PAIR Trading: It’s Complicated – Part I (by Michael Baradas, Bloom...

05.24.2016

Contributors Corner

PAIR Trading: It’s Complicated – Part I (by Michael Baradas, Bloomberg Tradebook)

05.24.2016

Institutional investor interest in multi-asset and cross-asset strategies is accompanied by an emphasis on workflow system integration. We have found that, although institutions may be using pair strategies in their executions, they have not implemented pair algorithms due to electronic trading workflow limitations.

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