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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

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He-He Ren

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Review Open access Sep 2026

High-Frequency Stock Pairs Trading: Final Research Report

This report presents a high-frequency pairs-trading study centered on tickers 600606 and 600604. The project progressed from a literature review and initial minute-level demonstration to a systematic analysis of 3,626 daily MATLAB files covering 2005 through 2020. Returns were constructed at six sampling frequencies to...

He-He Ren · 0 citations

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