In addition, the research also illustrates the result of a strategy by providing a basis for trading securities partners (Pairs Trading), which Pairs of Sharpe Ratio Trading can total more than the market yield of up to 6.
In addition, research has demonstrated the effect of a strategy to form the basis of a securities trading (Pairs Trading) The Sharpe Ratio of Pairs Trading is more than a return of the market, up to 6 times.
Moreover, this research also shows the effect of the strategy the basic form trading partners securities (Pairs Trading), which Sharpe. Ratio of Pairs Trading can more than the return of the market include up to 6 imaginable.