Hypotheses
Taiwan–Korea Country ETF Distance Convergence
Test a fixed, dollar-neutral EWT/EWY pair on synchronized daily bars. This preserves the source’s normalized-price distance mechanism while avoiding its 25-ETF pair search. Source returns are unverified. Prior two-leg…
Hypothesis
Test a fixed, dollar-neutral EWT/EWY pair on synchronized daily bars. This preserves the source’s normalized-price distance mechanism while avoiding its 25-ETF pair search. Source returns are unverified. Prior two-leg USEQ runs timed out without metrics, so catalog coverage and backtest completion must be confirmed before assessing the edge.
Analysis
Pairs Trading with Country ETFs
Backtest and paper results are hypothetical. Trading involves risk of loss.