For me, cointegration is the foundation for an excellent market- neutral mechanical trading. How well are currency pairs Cointegrated as opposed to correlated?
I forex pair cointegration yokuhweba. Cointegration in forex pairs trading is a valuable tool.
Actual trading using cointegrated pairs. Forex pairs trading strategy that implements cointegration is a sort of con- vergence trading strategy based on statistical arbitrage using a mean- reversion logic.