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Introduction:

Pairs trading is a popular trading strategy in the financial markets that involves identifying two assets with a historically close relationship and simultaneously buying one asset while selling the other, with the expectation that the spread between the two assets will converge over time. This strategy is based on the concept of mean reversion, which suggests that assets that have deviated from their historical relationship are likely to revert back to their mean relationship.

In recent years, pairs trading has gained significant attention from both academics and practitioners due to its potential to generate consistent profits in various market conditions. This thesis aims to provide a comprehensive analysis of pairs trading strategies, exploring the theoretical foundations, empirical evidence, and practical implications of this trading strategy.

Table of Contents:

Chapter 1: Introduction
1.1 Introduction
1.2 Background of Study
1.3 Problem Statement
1.4 Objective of Study
1.5 Limitation of Study
1.6 Scope of Study
1.7 Significance of Study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Historical Development of Pairs Trading
2.2 Theoretical Foundations of Pairs Trading
2.3 Empirical Evidence on Pairs Trading
2.4 Pairs Trading Strategies
2.5 Risk Management in Pairs Trading
2.6 Performance Evaluation of Pairs Trading
2.7 Market Efficiency and Pairs Trading
2.8 Pairs Trading in Different Asset Classes
2.9 Comparison with Other Trading Strategies
2.10 Challenges and Criticisms of Pairs Trading

Chapter 3: Research Methodology
3.1 Data Collection
3.2 Sample Selection
3.3 Variable Selection
3.4 Model Specification
3.5 Hypothesis Development
3.6 Data Analysis Techniques
3.7 Research Design
3.8 Ethical Considerations

Chapter 4: Discussion of Findings
4.1 Descriptive Analysis of Pairs Trading Strategies
4.2 Performance of Pairs Trading Strategies
4.3 Risk-Return Characteristics of Pairs Trading
4.4 Factors Influencing Pairs Trading Performance
4.5 Market Dynamics and Pairs Trading
4.6 Comparative Analysis with Benchmark Strategies
4.7 Implications for Investors and Practitioners
4.8 Future Research Directions

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Contributions to Existing Literature
5.3 Practical Implications for Traders
5.4 Limitations of the Study
5.5 Recommendations for Future Research
5.6 Conclusion

Overall, this thesis will provide a comprehensive overview of pairs trading strategies, examining their theoretical foundations, empirical evidence, and practical implications. By conducting a thorough analysis of this trading strategy, this study aims to contribute to the existing body of knowledge on pairs trading and offer valuable insights for investors and practitioners in the financial markets.

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