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2012•Journal of Derivatives & Hedge FundsOpen access

Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul stock exchange

Kaan Evren Bolgün, Engin Kurun, Serhat Güven

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Key concepts: Pairs trade, Sharpe ratio, Stock exchange, Futures contract, Financial economics, Trading strategy, Investment strategy, Mean reversion

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Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul stock exchange — Research Paper | ScholarLens