Novel affinity pairs "tag-receptor" for the purification of fusion proteins

Fundação para a Ciência e Tecnologia - SFRH/BD/48804/2008 and the project PTDC/BI/65383/2006 assigned to Prof. Cecíla Roque and also to Associate Laboratory REQUIMTE (Pest-C/EQB/LA0006/2011)

Enhancing and implementing a pairs trading strategy

This paper designs a pairs trading model with the intent to identify existing profitable market opportunities to invest, i.e. traditionally strong correlated stocks that have diverged from its historical norm. It comprises a broad literature review on this strategy whose relevant findings (strategy improvements) are contemplated in the model. The authors combine the statistical results of the model with a backtesting analysis in order to provide guidance on the best investment opportunities.