ARSENAL > Pairs trade

Pairs trade

Trading
Definition
Long one stock, short a closely related stock — typically two competitors in the same industry whose prices have temporarily diverged. Bet that the spread will mean-revert. Market-neutral (long/short balance roughly cancels broad market exposure).

Classic example: long Coca-Cola, short Pepsi when KO is unusually cheap relative to PEP. Works in normal markets, fails in regime shifts (one company's fundamentals genuinely diverge from peer's).
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