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ABSTRACT
Trading strategies can be used to exploit certain patterns within the market. The Pairs Trading Strategy exploits the co-movement nature of pairs of stocks to gain profit. This paper introduces a new methodology framework for the Pairs Trading Strategy from mining to monitoring and trading pairs at appropriate times to gain profit. This framework is implemented in a system that sends out alerts to traders at appropriate times according to the strategy. The proposed recommendation system is tested using synthetic data, proving its validity by showing gains in profit for each test.
Disclosure statement
No potential conflict of interest was reported by the authors.
Additional information
Notes on contributors
Ghazi Al-Naymat
Ghazi Al-Naymat received his Ph.D. degree in May 2009 from the School of Information Technologies at The University of Sydney, Australia. Currently he is working as an Assistant Professor in the Department of Computer Science, King Hussein School of Computing Sciences at Princess Sumaya University for Technology (PSUT), Jordan. Al-Naymat's research interests include: Data Mining and machine learning, big data, and data science.
Mouhammd Al-Kasassbeh
Mouhammd Al-Kasassbeh graduated from the school of computing, Portsmouth University, UK in 2008. He is currently an associate professor in information technology department, Mutah University. His research interests include Network traffic Analysis, Network Fault Detection, Classification Network Fault and abnormality and Machine learning in area of computer networking.
Zyad Sober
Zyad Sober received his B.Sc in computer since in 2016 form the Department of Computer Science, King Hussein School of Computing Sciences at Princess Sumaya University for Technology (PSUT), Jordan.