Pair Trading based on A-stock in China 配对交易作为一种广为流传的统计套利策略，提供了利用交易噪声与多空组合实现套利的可能性。本文将利用2019年的股票数据构建一个小资金量的配对交易策略，并在2020至今的时间范围内对策略进行回测与评估。
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Pair Trading based on A-stock in China
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