{"id":{"repo_id":"vilnius","oai_identifier":"oai:vu.lt:elaba:20088182"},"canonical_url":"https://search.dev.ndltd.org/etd/vilnius/oai:vu.lt:elaba:20088182","repository":{"repo_id":"vilnius","name":"Vilnius University","base_url":"https://epublications.vu.lt/oai"},"display":{"title":"Algoritminė prekyba naudojant „prekyba poromis“ /","abstract":"Algorithmic Trading using Pairs Training Pairs trading is a market neutral trading strategy that matches long position with short position in a pair of highly correlated two stocks. This is when we buy a share A when its value is very low (long position) and sell a share B when its value is too high (short position). Algorithmic trading – Is such a trade when we programmed trading strategy using algorithms and other calculations. The computer decides when to buy and when to sell. However, there are few serious problems which we have to solve. The main problem is to find pairs which are suitable for make profit. I separated three basic steps that we have to carry out in search of the potential pairs. First of all, we have to find related stocks. Secondly, we have to plot the time series graph using historical data. Finally, we have to calculate the correlation coefficient. If the correlation coefficient is equal to one or approximately one, we have found right pairs. In this thesis, I presented a pairs trading strategy. I used the matlabpool function and optimized the pairs trading strategy .Strategy has generated higher profit. At the end I separated advantages and disadvantages of pairs trading. Advantages of pairs trading are: controlled risk, profit regardless of market direction, no directional risk, smaller drawdowns. Also, there are disadvantages of pairs trading such as twice the commissions and fees and the outcomes of execution risk.","abstract_html":"Algorithmic Trading using Pairs Training Pairs trading is a market neutral trading strategy that matches long position with short position in a pair of highly correlated two stocks. This is when we buy a share A when its value is very low (long position) and sell a share B when its value is too high (short position). Algorithmic trading – Is such a trade when we programmed trading strategy using algorithms and other calculations. The computer decides when to buy and when to sell. However, there are few serious problems which we have to solve. The main problem is to find pairs which are suitable for make profit. I separated three basic steps that we have to carry out in search of the potential pairs. First of all, we have to find related stocks. Secondly, we have to plot the time series graph using historical data. Finally, we have to calculate the correlation coefficient. If the correlation coefficient is equal to one or approximately one, we have found right pairs. In this thesis, I presented a pairs trading strategy. I used the matlabpool function and optimized the pairs trading strategy .Strategy has generated higher profit. At the end I separated advantages and disadvantages of pairs trading. Advantages of pairs trading are: controlled risk, profit regardless of market direction, no directional risk, smaller drawdowns. Also, there are disadvantages of pairs trading such as twice the commissions and fees and the outcomes of execution risk.","abstract_has_math":false,"creators":["Rinkevičiūtė, Žydrūnė,"],"institution":"Institutional Repository of Vilnius University","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":["Raudys, Aistis"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2016,"date_issued":"2016","date_published":"2016","updated_at":"2026-07-24T05:55:40Z","subjects":[],"languages":["lit"],"rights":["info:eu-repo/semantics/openAccess"],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://repository.vu.lt/VU:ELABAETD20088182&prefLang=en_US","outbound_label":"Repository record","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Raudys, Aistis"]},{"key":"dc:creator","label":"Author","values":["Rinkevičiūtė, Žydrūnė,"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2016"]},{"key":"dc:publisher","label":"Institution","values":["Institutional Repository of Vilnius University"]},{"key":"dc:relation","label":"Dc Relation","values":["https://epublications.vu.lt/object/elaba:20088182/20088182.pdf"]},{"key":"dc:type","label":"Dc Type","values":["info:eu-repo/semantics/bachelorThesis"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["lit"]},{"key":"dc:rights","label":"Dc Rights","values":["info:eu-repo/semantics/openAccess"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://repository.vu.lt/VU:ELABAETD20088182&prefLang=en_US"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["Algorithmic Trading using Pairs Training Pairs trading is a market neutral trading strategy that matches long position with short position in a pair of highly correlated two stocks. This is when we buy a share A when its value is very low (long position) and sell a share B when its value is too high (short position). Algorithmic trading – Is such a trade when we programmed trading strategy using algorithms and other calculations. The computer decides when to buy and when to sell. However, there are few serious problems which we have to solve. The main problem is to find pairs which are suitable for make profit. I separated three basic steps that we have to carry out in search of the potential pairs. First of all, we have to find related stocks. Secondly, we have to plot the time series graph using historical data. Finally, we have to calculate the correlation coefficient. If the correlation coefficient is equal to one or approximately one, we have found right pairs. In this thesis, I presented a pairs trading strategy. I used the matlabpool function and optimized the pairs trading strategy .Strategy has generated higher profit. At the end I separated advantages and disadvantages of pairs trading. Advantages of pairs trading are: controlled risk, profit regardless of market direction, no directional risk, smaller drawdowns. Also, there are disadvantages of pairs trading such as twice the commissions and fees and the outcomes of execution risk."]},{"key":"dc:format","label":"Dc Format","values":["application/pdf"]},{"key":"dc:title","label":"Title","values":["Algoritminė prekyba naudojant „prekyba poromis“ /","Algorithmic trading using pairs training."]}]}],"canonical_facts":{"dc:contributor":["Raudys, Aistis"],"dc:creator":["Rinkevičiūtė, Žydrūnė,"],"dc:date":["2016"],"dc:description":["Algorithmic Trading using Pairs Training Pairs trading is a market neutral trading strategy that matches long position with short position in a pair of highly correlated two stocks. This is when we buy a share A when its value is very low (long position) and sell a share B when its value is too high (short position). Algorithmic trading – Is such a trade when we programmed trading strategy using algorithms and other calculations. The computer decides when to buy and when to sell. However, there are few serious problems which we have to solve. The main problem is to find pairs which are suitable for make profit. I separated three basic steps that we have to carry out in search of the potential pairs. First of all, we have to find related stocks. Secondly, we have to plot the time series graph using historical data. Finally, we have to calculate the correlation coefficient. If the correlation coefficient is equal to one or approximately one, we have found right pairs. In this thesis, I presented a pairs trading strategy. I used the matlabpool function and optimized the pairs trading strategy .Strategy has generated higher profit. At the end I separated advantages and disadvantages of pairs trading. Advantages of pairs trading are: controlled risk, profit regardless of market direction, no directional risk, smaller drawdowns. Also, there are disadvantages of pairs trading such as twice the commissions and fees and the outcomes of execution risk."],"dc:format":["application/pdf"],"dc:identifier":["https://repository.vu.lt/VU:ELABAETD20088182&prefLang=en_US"],"dc:language":["lit"],"dc:publisher":["Institutional Repository of Vilnius University"],"dc:relation":["https://epublications.vu.lt/object/elaba:20088182/20088182.pdf"],"dc:rights":["info:eu-repo/semantics/openAccess"],"dc:title":["Algoritminė prekyba naudojant „prekyba poromis“ /","Algorithmic trading using pairs training."],"dc:type":["info:eu-repo/semantics/bachelorThesis"]},"updated_at":"2026-07-24T05:55:40Z"}