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Efficiency of Pairs Trading in accordance with the company’s capitalization in the Russian Stock Market
This paper examines the performance of pairs trading strategy. It is well-known investment strategy that essentially used by Investment Banks, Hedge Funds and individual traders or investors due to the number of advantages of this trading method. The primary objective of this work is to prove the efficiency of pairs trading strategy in the Russian financial market. The findings are assumed to be the following: using five minutes stock closing prices the results will indicate the positive returns on securities and high efficiency of employing this strategy in the Russian stock exchange.