Pair Trading: A Quantitative Approach

Pair Trading

Pair trading is a market-neutral quantitative strategy that exploits the relative price relationship between two correlated assets.


Core Idea

Two assets that historically move together tend to revert to a stable relationship.

When the relationship deviates:

buy the underperformer and short the overperformer


Setup

Choose two correlated assets:

  • Stock A
  • Stock B

Define a relationship:

  • price ratio
  • spread
  • statistical model (e.g. regression residual)

Trade Logic

When A becomes expensive relative to B:

  • Short A
  • Long B

When A becomes cheap relative to B:

  • Long A
  • Short B

Goal

Profit from:

mean reversion of the price relationship, not direction of the market


Market Neutrality

Pair trading aims to reduce exposure to overall market movement:

  • One long position
  • One short position

Net Exposure0\text{Net Exposure} \approx 0

So:

returns depend on relative mispricing, not market direction


Spread Concept

The key variable is the spread:

Spread=PAβPB\text{Spread} = P_A - \beta P_B

Where:

  • ( β\beta ) adjusts for scale or hedge ratio

Entry / Exit Signal

  • Enter trade when spread deviates significantly from mean
  • Exit when spread reverts back

Why it works

Pair trading relies on:

  • statistical correlation
  • temporary mispricing
  • mean reversion behavior

Risk Considerations

  • correlation can break down
  • structural regime changes
  • execution + transaction costs
  • model mis-specification

Connection to Portfolio Theory

Pair trading is a special case of portfolio optimization:

  • Two-asset hedge portfolio
  • Minimizes market exposure
  • Optimizes relative return vs risk

One-line Summary

Pair trading is a market-neutral strategy that profits by betting on the convergence of the price relationship between two historically correlated assets.