#TradingPairs101 In pairs trading, a trader buys one asset and simultaneously sells another, anticipating that their prices will converge after a divergence. This strategy relies on the assumption that two correlated assets, which have temporarily drifted apart, will eventually return to their historical correlation.
Key Concepts:
Correlation:
Pairs trading focuses on assets that exhibit a high degree of historical correlation.
Divergence:
The strategy is initiated when the prices of the two correlated assets deviate from their historical relationship.
Convergence:
The trader bets that the prices will eventually return to their normal relationship, allowing the trader to profit from the price difference.
Shorting:
One asset is bought, while the other is sold short, meaning the trader bets on the price of that asset to decrease.
How it Works:
1. Identify Correlated Assets:
The trader finds two assets with a strong historical correlation, such as stocks in the same industry.
2. Detect Divergence:
The trader monitors the relationship between the prices of the two assets and identifies a significant divergence from their historical norm.
3. Initiate Trade:
The trader buys one asset and simultaneously sells short the other asset, anticipating a convergence.
4. Profit from Convergence:
As the prices converge, the trader closes the trade, making a profit from the price difference between the initial trade and the final trade.