Quantitative Research Note2026Canonical long-form →

Pairs Trading via Cointegration (BTC / ETH)

ADF −2.11 (not cointegrated), half-life 208 d : the fade loses, as the test predicts.

Quantitative ResearchPublished Wed Feb 18 2026 00:00:00 GMT+0000 (Coordinated Universal Time)

EVAL-FIRST31 GATESNDA-CLEANPUBLIC DATAALPHASIGNAL > NOISEREPRODUCIBLENOTEBOOK-COMMITTEDCITABLEBIBTEX + DOI

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@techreport{macion2026quant05pairscointegration,
  author       = {Macion, Christian T.},
  title        = {Pairs Trading via Cointegration (BTC / ETH)},
  institution  = {Independent research},
  year         = {2026},
  date         = {2026-02-18},
  note         = {Public-data reproducible. Canonical long-form: https://christianmacion-portfolio.pages.dev/projects/quant/05-pairs-cointegration/},
  url          = {https://christianmacion-portfolio.pages.dev/projects/quant/05-pairs-cointegration/}
}

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