统计套利模型——>配对交易模型

配对交易模型是统计套利模型中的一种，也是出现最早，应用范围最广的模型。相信随着中国做空制度的出现以及金融衍生品的发展，程序化交易模型也会在中国大放异彩。

统计套利最早出现于80年代，其具体的思想是，假设市场上某两只股票之间如果长期存在协整关系的话，那么如果在短期内，如果两只股票的价差出现了一个离长期协整较大的偏离，那么我们会认为这种偏离是非常态的状况。不久之后有极大的概率向着其长期协整回归。而我们如果通过某种办法能够侦测到这种非常态的偏离，继而在此时刻，向着长期协整方向下赌注，那么我们就会有极大的概率赢得这一赌注。而当赌注的次数足够大时，风险接近于零。-Statistical arbitrage models-> pairs trading model

Pairs trading model is a statistical arbitrage model, is the first, most widely used models appear. I believe that with the development of Chinese short system and the emergence of financial derivatives and program trading model will shine in China.

Statistical arbitrage first appeared in the 1980s, the specific idea is, assuming that if there are two stocks between a cointegration long, then if in the short term, if the two stocks spread there was a whole market from a long-term agreement larger deviation, then we will consider such a departure from the norm of non-status. Soon after there is a great probability toward its long-term cointegration regression. Even if we are able to detect in some way to this very state of deviation, then at this moment, toward the direction of long-term co-integration bet, then we ll have a great probability of winning the bet. When the bet number is large enough, the risk is close to zero.