The first part of the model, the basic rules are simple, such as in research Gatev et al. (2010), Do and Faff (2010), Broussar and Vaihekoski (2010), Perlin (2009), Aydin et al. (2010) and Bolgun. et al. (2009), most of which focused on how to pair your assets. While more research is part Vidyamurthy (2004), Herlemont (2003) and Yan et al. (2006) have proposed to use the method. Cointegration (Engle and Granger, 1987), which means the two methods are different ways of thinking.
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