Hi,
So I recently read up on the Pairs Trading strategy in the Trading Systems section on Varsity. I found it extremely interesting and want to incorporate the same into my trading. I am referring here to the 2nd method explained in the module(Statistical Arbitrage/Relative Value Trading using linear regression). I just had a couple of queries about this. Are there some more research resources I can explore to get better understanding of this? Also at the end of module multiple regression was alluded to for triplets trading perhaps. Could someone let me know what resources I can explore further to understand this strategy as well? Suggestions of books/courses maybe. Thank you!
Rahul.