1. Statistical arbitrage in the US equities market;Avellaneda;Quantitative Finance,2010
2. Selection of a portfolio of pairs based on cointegration: a statistical arbitrage strategy;Caldeira;Revista Brasileira de Finanças,2013
3. Nonparametric tolerance limits for pair trading;Chen;Finance Res. Lett.,2017
4. Basket trading under co-integration with the logistic mixture autoregressive model;Cheng;Quant. Finance,2011
5. Quantitative spread trading on crude oil and refined products markets;Cummins;Quant. Finance,2012