Pair Trading > Trading Results

Decay of Stat Arb

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sal mhd:

I see a previous post, in regards to your suggestion of

This is an arbitrage between Sherwin-Williams Company and an ETF fund. Long positions opened only.


When you say long only, are you saying both legs long or always long Sherwin. can you please explain. As i am trying to see if there are other new methods .

Thanks

admin:
Always long Sherwin and short the other one...

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