beta weight
Pairs Trading

Beta Weight or Dollar Weight your Pairs Trade?

Tom Cook
Tom Cook
Pairs Trading Strategist, editor ShadowTrader Pairs Trader Email Tom Cook
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So many times, I have folks that will ask me about when they should beta weight vs dollar weight their pairs trade. In order to best explain, we will use the pairs BP-MRO and BAC-RF for our example. Before deciding whether to […]

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