We propose a framework for constructing diversified portfolios with multiple pairs trading strategies. In our approach, several pairs of co-moving assets are traded simultaneously, and capital is dynamically allocated among different pairs based on the statistical characteristics of the...

Purpose: This study aims to explore the optimization of Stock Pairs Trading Strategies' performance using AI techniques, with a focus on accurately evaluating stock similarities and selecting the most suitable pairs. Design/methodology/approach: A variety of AI models, including Autoencoders...